-4.1%
XLY vs AR
+18.5%
-22.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.8% |
| 7D | -1.7% | -2.5% | +0.8% | -1.8% |
| 30D | -4.2% | +2.5% | -6.7% | -4.1% |
| 3M | -2.7% | +12.3% | -15.0% | -2.1% |
| 6M | -0.6% | -3.1% | +2.5% | -0.5% |
| YTD | -5.0% | +11.5% | -16.5% | -6.0% |
| 1Y | -4.1% | +17.0% | -21.1% | -6.8% |
| All | -4.1% | +18.5% | -22.6% | -6.8% |
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