+20.7%
XYZ vs A
+24.4%
-3.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.0% | +14.3% | +14.9% |
| 7D | +16.5% | -2.4% | +18.9% | +17.6% |
| 30D | +15.0% | +3.6% | +11.4% | +13.3% |
| 3M | +3.5% | +27.5% | -23.9% | -6.3% |
| 6M | +21.9% | +58.5% | -36.6% | -1.8% |
| YTD | +34.6% | +31.2% | +3.4% | +21.8% |
| 1Y | +20.7% | +22.2% | -1.5% | +13.4% |
| All | +20.7% | +24.4% | -3.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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