+24.1%
XYZ vs AS
+120.4%
-96.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -2.0% |
| 7D | -1.0% | -4.9% | +3.9% | +0.8% |
| 30D | -1.7% | -19.6% | +17.9% | +6.2% |
| 3M | +16.7% | -14.4% | +31.1% | +23.0% |
| 6M | +26.9% | -20.1% | +47.0% | +36.1% |
| YTD | +27.1% | -20.9% | +48.1% | +36.9% |
| 1Y | +9.3% | -21.9% | +31.1% | +17.5% |
| All | +24.1% | +120.4% | -96.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling