+599.5%
XYZ vs AR
+44.3%
+555.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +12.1% | -14.3% | +26.4% | +14.7% |
| 30D | +12.4% | +1.4% | +10.9% | +11.7% |
| 3M | +8.2% | +3.4% | +4.8% | +7.0% |
| 6M | +20.7% | -2.1% | +22.7% | +19.9% |
| YTD | +31.3% | +4.7% | +26.6% | +28.4% |
| 1Y | +20.5% | +10.6% | +9.9% | +16.5% |
| 3Y | +72.6% | +24.6% | +48.0% | +61.1% |
| 5Y | -64.0% | +71.9% | -135.9% | -68.0% |
| All | +599.5% | +44.3% | +555.2% | +438.6% |
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