+621.5%
XYZ vs AR
+58.9%
+562.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.1% |
| 7D | -2.2% | +2.1% | -4.3% | -2.5% |
| 30D | +11.6% | +4.5% | +7.1% | +10.4% |
| 3M | +8.4% | +1.0% | +7.4% | +7.7% |
| 6M | +17.2% | +4.4% | +12.7% | +15.3% |
| YTD | +31.7% | +10.9% | +20.8% | +27.6% |
| 1Y | +30.1% | +8.6% | +21.5% | +26.3% |
| 3Y | +66.4% | +48.5% | +17.9% | +51.2% |
| 5Y | -62.2% | +95.7% | -157.9% | -66.9% |
| 10Y | +621.5% | +55.5% | +566.1% | +448.1% |
| All | +621.5% | +58.9% | +562.6% | +448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling