+678.6%
AU vs IT
-42.9%
+721.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | +0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -4.1% |
| 30D | +7.3% | +0.1% | +7.2% | +7.4% |
| 3M | +26.3% | +20.7% | +5.6% | +25.4% |
| 6M | +1.8% | +12.0% | -10.2% | +1.3% |
| YTD | +26.8% | -28.8% | +55.6% | +31.8% |
| 1Y | +66.7% | -25.5% | +92.2% | +71.5% |
| 3Y | +579.1% | -48.8% | +627.8% | +627.5% |
| All | +678.6% | -42.9% | +721.6% | +700.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling