+72.6%
XYZ vs A
+64.2%
+8.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | +12.1% | -0.1% | +12.2% | +12.2% |
| 30D | +12.4% | +3.4% | +9.0% | +10.4% |
| 3M | +8.2% | +23.8% | -15.7% | -3.4% |
| 6M | +20.7% | +49.0% | -28.3% | -3.5% |
| YTD | +31.3% | +29.4% | +1.9% | +13.7% |
| 1Y | +20.5% | +19.4% | +1.1% | +9.2% |
| 3Y | +72.6% | +66.2% | +6.4% | +40.0% |
| All | +72.6% | +64.2% | +8.4% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling