+1,138.9%
XLK vs AR
-28.5%
+1,167.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +3.4% | +7.4% | -4.0% | +2.7% |
| 30D | -10.6% | +5.8% | -16.3% | -11.1% |
| 3M | -10.6% | +5.2% | -15.9% | -11.2% |
| 6M | -3.5% | +5.4% | -8.9% | -4.3% |
| YTD | +18.7% | +12.4% | +6.3% | +16.5% |
| 1Y | +19.4% | +12.8% | +6.6% | +17.1% |
| 3Y | +94.5% | +47.2% | +47.3% | +84.6% |
| 5Y | +111.2% | +101.1% | +10.1% | +92.7% |
| 10Y | +707.2% | +57.6% | +649.6% | +600.8% |
| All | +1,138.9% | -28.5% | +1,167.4% | +1,036.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling