-30.6%
AR vs XYL
+320.9%
-351.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.3% |
| 7D | -14.3% | +5.9% | -20.1% | -17.1% |
| 30D | +1.4% | -3.9% | +5.4% | +1.9% |
| 3M | +3.4% | -18.7% | +22.1% | +13.1% |
| 6M | -2.1% | -16.9% | +14.8% | +4.7% |
| YTD | +4.7% | -27.4% | +32.1% | +18.8% |
| 1Y | +10.6% | -34.0% | +44.6% | +32.6% |
| 3Y | +24.6% | +5.6% | +19.0% | +11.0% |
| 5Y | +71.9% | -20.6% | +92.4% | +77.6% |
| 10Y | +46.4% | +133.4% | -87.0% | -24.8% |
| All | -30.6% | +320.9% | -351.5% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 all: compounded portfolio wealth divided by compounded XYL 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…
all analysis · Full analysis span regression · 6 months rolling