-63.9%
XYZ vs AR
+71.8%
-135.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +12.1% | -14.3% | +26.4% | +16.6% |
| 30D | +12.4% | +1.4% | +10.9% | +11.1% |
| 3M | +8.2% | +3.4% | +4.8% | +5.9% |
| 6M | +20.7% | -2.1% | +22.7% | +19.2% |
| YTD | +31.3% | +4.7% | +26.6% | +25.5% |
| 1Y | +20.5% | +10.6% | +9.9% | +12.6% |
| 3Y | +72.6% | +24.6% | +48.0% | +49.2% |
| All | -63.9% | +71.8% | -135.7% | -70.8% |
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