+543.0%
XYZ vs AR
+56.7%
+486.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.7% |
| 7D | +9.2% | -11.7% | +20.9% | +11.2% |
| 30D | +9.8% | +1.8% | +8.0% | +9.1% |
| 3M | -0.2% | +6.0% | -6.2% | -1.7% |
| 6M | +18.0% | -7.0% | +25.0% | +18.2% |
| YTD | +29.1% | +5.6% | +23.5% | +26.1% |
| 1Y | +14.1% | +10.8% | +3.3% | +10.4% |
| 3Y | +72.6% | +19.3% | +53.3% | +62.4% |
| 5Y | -64.6% | +73.3% | -137.9% | -68.5% |
| 10Y | +590.0% | +47.6% | +542.4% | +420.1% |
| All | +543.0% | +56.7% | +486.3% | +392.1% |
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 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