+26.1%
XYZ vs AS
+133.7%
-107.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.2% |
| 7D | +9.2% | +7.1% | +2.1% | +6.7% |
| 30D | +9.8% | +12.8% | -3.0% | +5.2% |
| 3M | -0.2% | -14.7% | +14.5% | +5.5% |
| 6M | +18.0% | -9.9% | +27.9% | +21.7% |
| YTD | +29.1% | -16.1% | +45.3% | +36.1% |
| 1Y | +14.1% | +0.2% | +13.9% | +12.5% |
| All | +26.1% | +133.7% | -107.7% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling