+37.8%
XLK vs AR
+22.8%
+15.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.4% | -1.3% | +0.9% | -0.5% |
| 30D | -0.5% | +3.5% | -4.0% | -0.3% |
| 3M | +5.0% | +9.9% | -4.9% | +5.5% |
| 6M | +32.9% | +4.5% | +28.3% | +32.6% |
| YTD | +29.0% | +13.7% | +15.3% | +27.4% |
| 1Y | +37.8% | +19.2% | +18.6% | +35.9% |
| All | +37.8% | +22.8% | +15.0% | +35.9% |
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