+543.0%
XYZ vs ALL
+433.7%
+109.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | +9.2% | +4.2% | +5.0% | +7.1% |
| 30D | +9.8% | +18.9% | -9.1% | +0.5% |
| 3M | -0.2% | +1.2% | -1.4% | -1.2% |
| 6M | +18.0% | +23.2% | -5.3% | +4.1% |
| YTD | +29.1% | +30.0% | -0.9% | +9.8% |
| 1Y | +14.1% | +39.6% | -25.5% | -7.2% |
| 3Y | +72.6% | +115.2% | -42.6% | +3.6% |
| 5Y | -64.6% | +156.2% | -220.8% | -81.5% |
| 10Y | +590.0% | +398.0% | +192.0% | +106.9% |
| All | +543.0% | +433.7% | +109.3% | +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