+12.3%
AR vs EXEL
+62.5%
-50.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.2% |
| 7D | +6.4% | +1.6% | +4.8% | +6.6% |
| 30D | +3.1% | +17.4% | -14.2% | +5.0% |
| 3M | +3.3% | +38.6% | -35.3% | +7.3% |
| 6M | +6.6% | +41.2% | -34.7% | +10.6% |
| YTD | +12.3% | +59.3% | -47.0% | +19.2% |
| 1Y | +12.3% | +60.2% | -47.9% | +18.9% |
| All | +12.3% | +62.5% | -50.2% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling