+778.3%
AU vs IT
+500.4%
+277.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -0.4% |
| 7D | -0.3% | -9.1% | +8.9% | +0.6% |
| 30D | +12.8% | -7.0% | +19.8% | +13.5% |
| 3M | +28.5% | +7.6% | +20.8% | +26.7% |
| 6M | +4.8% | +2.1% | +2.7% | +3.5% |
| YTD | +31.0% | -31.6% | +62.5% | +34.2% |
| 1Y | +81.4% | -29.9% | +111.3% | +84.9% |
| 3Y | +618.4% | -51.3% | +669.7% | +654.5% |
| 5Y | +686.3% | -44.8% | +731.1% | +708.2% |
| 10Y | +664.5% | +91.4% | +573.2% | +565.1% |
| All | +778.3% | +500.4% | +277.8% | +591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling