+44.6%
AU vs IT
-17.9%
+62.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.5% | +8.1% |
| 7D | +0.8% | -5.5% | +6.2% | +0.3% |
| 30D | -7.0% | +10.3% | -17.3% | -5.8% |
| 3M | +8.5% | +11.5% | -3.0% | +10.2% |
| 6M | -1.3% | +40.3% | -41.5% | +4.7% |
| YTD | +6.8% | -17.9% | +24.6% | +12.2% |
| 1Y | +44.6% | -8.8% | +53.4% | +49.0% |
| All | +44.6% | -17.9% | +62.5% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling