+311.1%
SPY vs AR
+58.9%
+252.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.1% |
| 30D | -2.4% | +4.5% | -6.9% | -2.8% |
| 3M | -1.2% | +1.0% | -2.2% | -1.4% |
| 6M | +3.3% | +4.4% | -1.1% | +2.5% |
| YTD | +12.3% | +10.9% | +1.4% | +10.4% |
| 1Y | +12.4% | +8.6% | +3.9% | +10.7% |
| 3Y | +78.8% | +48.5% | +30.3% | +68.9% |
| 5Y | +75.2% | +95.7% | -20.6% | +58.9% |
| 10Y | +311.1% | +55.5% | +255.7% | +260.8% |
| All | +311.1% | +58.9% | +252.2% | +260.8% |
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