-24.2%
AR vs XYL
+354.7%
-378.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | +2.5% | -5.0% | +7.5% | +5.3% |
| 30D | +14.8% | -13.2% | +28.0% | +23.6% |
| 3M | +6.2% | -3.7% | +9.9% | +7.1% |
| 6M | +4.3% | -17.7% | +22.0% | +13.6% |
| YTD | +14.4% | -21.5% | +35.9% | +27.0% |
| 1Y | +21.3% | -24.5% | +45.8% | +37.4% |
| 3Y | +39.8% | +6.9% | +32.9% | +26.4% |
| 5Y | +142.1% | -18.1% | +160.1% | +151.4% |
| 10Y | +52.0% | +134.7% | -82.7% | -20.3% |
| All | -24.2% | +354.7% | -378.9% | -68.8% |
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