+90.0%
XLK vs AS
+120.4%
-30.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.1% |
| 7D | +0.9% | -4.9% | +5.8% | +1.9% |
| 30D | +0.7% | -19.6% | +20.3% | +5.5% |
| 3M | -2.9% | -14.4% | +11.4% | 0.0% |
| 6M | +34.3% | -20.1% | +54.4% | +39.8% |
| YTD | +30.4% | -20.9% | +51.3% | +35.8% |
| 1Y | +43.4% | -21.9% | +65.2% | +49.2% |
| All | +90.0% | +120.4% | -30.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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