+579.1%
AU vs EQX
+168.9%
+410.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.5% |
| 7D | -4.3% | -3.2% | -1.1% | -2.2% |
| 30D | +7.3% | +7.8% | -0.5% | +2.5% |
| 3M | +26.3% | +21.3% | +5.0% | +11.8% |
| 6M | +1.8% | -22.4% | +24.2% | +18.6% |
| YTD | +26.8% | -11.3% | +38.1% | +36.7% |
| 1Y | +66.7% | +13.5% | +53.2% | +56.9% |
| 3Y | +579.1% | +162.1% | +416.9% | +285.9% |
| All | +579.1% | +168.9% | +410.1% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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