+55.5%
T vs AR
+44.3%
+11.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +1.0% | -14.3% | +15.3% | +2.0% |
| 30D | -10.6% | +1.4% | -12.0% | -10.8% |
| 3M | -7.7% | +3.4% | -11.1% | -8.0% |
| 6M | -13.3% | -2.1% | -11.2% | -13.4% |
| YTD | -8.8% | +4.7% | -13.5% | -9.3% |
| 1Y | -8.4% | +10.6% | -19.0% | -9.4% |
| 3Y | +59.6% | +24.6% | +35.1% | +54.5% |
| 5Y | +52.1% | +71.9% | -19.8% | +41.1% |
| All | +55.5% | +44.3% | +11.2% | +27.0% |
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