+43.4%
XLK vs AR
+22.7%
+20.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +0.9% | +2.5% | -1.6% | +1.0% |
| 30D | +0.7% | +14.8% | -14.1% | +1.2% |
| 3M | -2.9% | +6.2% | -9.2% | -2.3% |
| 6M | +34.3% | +4.3% | +30.0% | +34.1% |
| YTD | +30.4% | +14.4% | +16.0% | +28.8% |
| 1Y | +43.4% | +21.3% | +22.0% | +41.4% |
| All | +43.4% | +22.7% | +20.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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