-64.6%
XYZ vs AR
+75.2%
-139.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.3% |
| 7D | +9.2% | -11.7% | +20.9% | +12.6% |
| 30D | +9.8% | +1.8% | +8.0% | +8.5% |
| 3M | -0.2% | +6.0% | -6.2% | -3.0% |
| 6M | +18.0% | -7.0% | +25.0% | +18.3% |
| YTD | +29.1% | +5.6% | +23.5% | +23.1% |
| 1Y | +14.1% | +10.8% | +3.3% | +6.6% |
| 3Y | +72.6% | +19.3% | +53.3% | +51.5% |
| 5Y | -64.6% | +73.3% | -137.9% | -71.8% |
| All | -64.6% | +75.2% | -139.8% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling