+20.7%
XLK vs AG
+29.4%
-8.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.1% | -9.2% | -1.5% |
| 7D | -7.6% | -2.6% | -5.0% | -7.2% |
| 30D | -12.2% | -12.1% | -0.1% | -10.5% |
| 3M | -5.5% | -6.6% | +1.1% | -5.1% |
| 6M | +9.2% | -20.5% | +29.6% | +11.5% |
| YTD | +23.0% | -7.4% | +30.5% | +20.7% |
| 1Y | +20.7% | +33.4% | -12.7% | +11.2% |
| All | +20.7% | +29.4% | -8.7% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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