+554.0%
XYZ vs A
+387.4%
+166.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.2% |
| 7D | +12.1% | -0.1% | +12.2% | +12.3% |
| 30D | +12.4% | +3.4% | +9.0% | +9.0% |
| 3M | +8.2% | +23.8% | -15.7% | -10.7% |
| 6M | +20.7% | +49.0% | -28.3% | -17.4% |
| YTD | +31.3% | +29.4% | +1.9% | +1.3% |
| 1Y | +20.5% | +19.4% | +1.1% | -0.3% |
| 3Y | +72.6% | +66.2% | +6.4% | -3.1% |
| 5Y | -64.0% | +15.8% | -79.8% | -70.4% |
| 10Y | +601.8% | +326.1% | +275.7% | +134.3% |
| All | +554.0% | +387.4% | +166.6% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling