+43.4%
XLK vs AG
+125.2%
-81.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +0.9% | +1.0% | -0.2% | +0.7% |
| 30D | +0.7% | +19.2% | -18.4% | -2.2% |
| 3M | -2.9% | +6.2% | -9.1% | -4.7% |
| 6M | +34.3% | -26.7% | +60.9% | +36.2% |
| YTD | +30.4% | +26.1% | +4.3% | +23.1% |
| 1Y | +43.4% | +131.7% | -88.3% | +26.0% |
| All | +43.4% | +125.2% | -81.8% | +26.0% |
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