+533.2%
XYZ vs ALL
+419.4%
+113.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.7% | -1.5% | -0.2% | -1.3% |
| 3M | +16.7% | +23.6% | -6.9% | +3.1% |
| 6M | +26.9% | +22.3% | +4.5% | +12.3% |
| YTD | +27.1% | +26.5% | +0.6% | +9.7% |
| 1Y | +9.3% | +27.0% | -17.8% | -6.6% |
| 3Y | +42.3% | +149.6% | -107.3% | -23.0% |
| 5Y | -69.3% | +118.1% | -187.4% | -82.2% |
| 10Y | +586.8% | +369.0% | +217.8% | +114.3% |
| All | +533.2% | +419.4% | +113.8% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling