+1,986.5%
XLK vs AG
+439.9%
+1,546.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | +2.3% | +4.5% | -2.2% | +1.9% |
| 30D | -0.1% | +12.9% | -12.9% | -1.2% |
| 3M | +2.1% | +20.9% | -18.8% | +0.1% |
| 6M | +37.2% | -19.5% | +56.7% | +38.7% |
| YTD | +30.8% | +24.8% | +6.0% | +26.7% |
| 1Y | +42.6% | +120.2% | -77.6% | +30.9% |
| 3Y | +121.8% | +279.0% | -157.2% | +89.8% |
| 5Y | +145.7% | +67.9% | +77.8% | +119.6% |
| 10Y | +782.1% | +57.5% | +724.6% | +644.0% |
| All | +1,986.5% | +439.9% | +1,546.6% | +1,081.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling