+64.8%
XYZ vs A
+67.3%
-2.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.1% |
| 30D | +11.6% | +3.3% | +8.3% | +9.7% |
| 3M | +8.4% | +18.5% | -10.1% | -0.9% |
| 6M | +17.2% | +59.3% | -42.1% | -9.6% |
| YTD | +31.7% | +31.0% | +0.7% | +13.4% |
| 1Y | +30.1% | +19.3% | +10.7% | +18.0% |
| All | +64.8% | +67.3% | -2.6% | +36.6% |
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