+533.2%
XYZ vs AR
+69.8%
+463.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.0% | +2.5% | -3.5% | -1.4% |
| 30D | -1.7% | +14.8% | -16.5% | -4.0% |
| 3M | +16.7% | +6.2% | +10.5% | +15.2% |
| 6M | +26.9% | +4.3% | +22.6% | +24.9% |
| YTD | +27.1% | +14.4% | +12.8% | +23.2% |
| 1Y | +9.3% | +21.3% | -12.1% | +4.4% |
| 3Y | +42.3% | +39.8% | +2.5% | +31.0% |
| 5Y | -69.3% | +142.1% | -211.4% | -73.8% |
| 10Y | +586.8% | +52.0% | +534.8% | +415.7% |
| All | +533.2% | +69.8% | +463.4% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling