+251.0%
SPOT vs AR
+100.4%
+150.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -6.5% | -1.2% | -5.3% | -6.4% |
| 30D | +2.2% | +5.5% | -3.3% | +1.8% |
| 3M | +5.4% | +12.9% | -7.5% | +4.3% |
| 6M | -4.0% | +0.1% | -4.1% | -4.3% |
| YTD | -9.9% | +13.5% | -23.5% | -11.2% |
| 1Y | -27.3% | +21.6% | -48.8% | -28.8% |
| 3Y | +236.4% | +46.0% | +190.4% | +221.9% |
| 5Y | +112.6% | +143.7% | -31.1% | +95.5% |
| All | +251.0% | +100.4% | +150.6% | +289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling