+147.2%
AR vs EXEL
+199.5%
-52.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | +8.4% | -5.9% | +1.4% |
| 30D | +14.8% | +4.1% | +10.7% | +14.1% |
| 3M | +6.2% | +12.4% | -6.2% | +4.3% |
| 6M | +4.3% | +41.5% | -37.3% | -1.4% |
| YTD | +14.4% | +34.6% | -20.3% | +8.7% |
| 1Y | +21.3% | +57.9% | -36.5% | +11.5% |
| 3Y | +39.8% | +159.5% | -119.7% | +9.7% |
| All | +147.2% | +199.5% | -52.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling