+554.8%
XYZ vs A
+396.1%
+158.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.3% |
| 7D | +12.6% | +1.4% | +11.2% | +11.5% |
| 30D | +10.8% | +4.3% | +6.5% | +6.7% |
| 3M | +8.4% | +19.8% | -11.4% | -7.8% |
| 6M | +14.3% | +54.4% | -40.0% | -23.9% |
| YTD | +31.5% | +31.7% | -0.2% | 0.0% |
| 1Y | +28.1% | +22.4% | +5.7% | +3.7% |
| 3Y | +66.2% | +67.7% | -1.5% | -7.3% |
| 5Y | -62.3% | +15.7% | -78.1% | -69.0% |
| 10Y | +634.6% | +308.7% | +325.9% | +148.0% |
| All | +554.8% | +396.1% | +158.6% | +102.6% |
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 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