-2.7%
XLY vs AS
-25.0%
+22.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.6% |
| 7D | -2.1% | -2.8% | +0.7% | -1.5% |
| 30D | -6.0% | -23.2% | +17.2% | -0.6% |
| 3M | -2.7% | -20.1% | +17.3% | +1.8% |
| 6M | -1.5% | -18.5% | +17.0% | +2.1% |
| YTD | -5.4% | -25.6% | +20.2% | -1.0% |
| All | -2.7% | -25.0% | +22.3% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling