+120.4%
AS vs EXEL
+171.3%
-50.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -4.9% | +8.4% | -13.3% | -6.2% |
| 30D | -19.6% | +4.1% | -23.7% | -20.3% |
| 3M | -14.4% | +12.4% | -26.8% | -16.2% |
| 6M | -20.1% | +41.5% | -61.7% | -24.9% |
| YTD | -20.9% | +34.6% | -55.6% | -25.3% |
| 1Y | -21.9% | +57.9% | -79.7% | -28.3% |
| All | +120.4% | +171.3% | -50.9% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling