+33.6%
XLY vs AS
+114.1%
-80.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.2% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | -4.9% | -22.1% | +17.2% | 0.0% |
| 3M | -1.0% | -15.3% | +14.3% | +2.2% |
| 6M | 0.0% | -15.6% | +15.6% | +3.0% |
| YTD | -4.2% | -23.2% | +19.0% | +0.2% |
| 1Y | -2.7% | -21.7% | +19.0% | +1.1% |
| All | +33.6% | +114.1% | -80.5% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling