+579.1%
AU vs IT
-49.4%
+628.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | +0.6% |
| 7D | -4.3% | -3.7% | -0.6% | -4.3% |
| 30D | +7.3% | +0.1% | +7.2% | +7.4% |
| 3M | +26.3% | +20.7% | +5.6% | +27.7% |
| 6M | +1.8% | +12.0% | -10.2% | +2.9% |
| YTD | +26.8% | -28.8% | +55.6% | +30.6% |
| 1Y | +66.7% | -25.5% | +92.2% | +70.7% |
| 3Y | +579.1% | -48.8% | +627.8% | +586.6% |
| All | +579.1% | -49.4% | +628.5% | +586.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling