+672.3%
AU vs EXEL
+264.7%
+407.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -1.0% |
| 7D | -0.3% | +1.4% | -1.6% | -0.4% |
| 30D | +12.8% | +6.7% | +6.1% | +12.4% |
| 3M | +28.5% | +11.5% | +17.0% | +27.7% |
| 6M | +4.8% | +38.8% | -34.0% | +3.0% |
| YTD | +31.0% | +31.6% | -0.6% | +29.0% |
| 1Y | +81.4% | +53.0% | +28.4% | +77.2% |
| 3Y | +618.4% | +160.8% | +457.6% | +578.1% |
| 5Y | +686.3% | +190.1% | +496.2% | +635.2% |
| 10Y | +664.5% | +367.0% | +297.6% | +574.0% |
| All | +672.3% | +264.7% | +407.6% | +488.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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