+2,989.3%
XLK vs AGI
+5,269.5%
-2,280.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.3% |
| 7D | -0.4% | -5.3% | +4.9% | -0.2% |
| 30D | -0.5% | +6.8% | -7.2% | -0.8% |
| 3M | +5.0% | +8.3% | -3.3% | +4.5% |
| 6M | +32.9% | -29.2% | +62.1% | +34.5% |
| YTD | +29.0% | -7.3% | +36.2% | +28.9% |
| 1Y | +37.8% | +8.0% | +29.8% | +36.8% |
| 3Y | +118.7% | +206.6% | -87.9% | +107.9% |
| 5Y | +145.6% | +398.1% | -252.6% | +128.7% |
| 10Y | +791.5% | +384.0% | +407.5% | +719.0% |
| All | +2,989.3% | +5,269.5% | -2,280.2% | +2,683.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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