+1,261.0%
XLK vs AR
-27.2%
+1,288.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +0.9% | +2.5% | -1.6% | +0.6% |
| 30D | +0.7% | +14.8% | -14.1% | -0.6% |
| 3M | -2.9% | +6.2% | -9.2% | -3.7% |
| 6M | +34.3% | +4.3% | +30.0% | +33.2% |
| YTD | +30.4% | +14.4% | +16.0% | +28.0% |
| 1Y | +43.4% | +21.3% | +22.0% | +39.6% |
| 3Y | +116.8% | +39.8% | +77.0% | +106.7% |
| 5Y | +144.0% | +142.1% | +2.0% | +119.4% |
| 10Y | +778.8% | +52.0% | +726.7% | +665.8% |
| All | +1,261.0% | -27.2% | +1,288.3% | +1,147.9% |
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 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