+20.5%
XYZ vs ALL
+28.6%
-8.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +1.8% |
| 7D | +12.1% | -1.9% | +14.1% | +12.2% |
| 30D | +12.4% | +13.8% | -1.4% | +13.5% |
| 3M | +8.2% | -7.0% | +15.2% | +7.2% |
| 6M | +20.7% | +18.0% | +2.6% | +24.3% |
| YTD | +31.3% | +24.2% | +7.1% | +36.3% |
| 1Y | +20.5% | +31.2% | -10.7% | +27.3% |
| All | +20.5% | +28.6% | -8.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling