+533.2%
XYZ vs AA
+160.8%
+372.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -1.7% | +5.0% | -6.7% | -3.6% |
| 3M | +16.7% | -35.8% | +52.6% | +32.4% |
| 6M | +26.9% | -18.4% | +45.2% | +30.8% |
| YTD | +27.1% | -5.5% | +32.6% | +23.6% |
| 1Y | +9.3% | +61.0% | -51.7% | -12.1% |
| 3Y | +42.3% | +66.2% | -23.9% | +7.4% |
| 5Y | -69.3% | +11.4% | -80.7% | -74.6% |
| 10Y | +586.8% | +116.9% | +469.9% | +266.5% |
| All | +533.2% | +160.8% | +372.4% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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