+41.8%
AR vs EXEL
+380.2%
-338.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.3% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +12.6% | +6.7% | +5.9% | +10.8% |
| 3M | +10.0% | +11.5% | -1.4% | +6.7% |
| 6M | +0.6% | +38.8% | -38.2% | -7.9% |
| YTD | +13.4% | +31.6% | -18.2% | +4.7% |
| 1Y | +21.7% | +53.0% | -31.3% | +7.3% |
| 3Y | +45.8% | +160.8% | -115.0% | +7.0% |
| 5Y | +144.3% | +190.1% | -45.8% | +70.0% |
| 10Y | +41.8% | +367.0% | -325.2% | -3.4% |
| All | +41.8% | +380.2% | -338.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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