-18.9%
SPGI vs AU
+73.4%
-92.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -2.0% |
| 7D | -8.9% | -7.0% | -1.9% | -9.0% |
| 30D | +0.6% | +7.3% | -6.6% | +0.8% |
| 3M | +2.0% | +33.2% | -31.2% | +3.1% |
| 6M | +0.1% | -0.6% | +0.7% | -0.5% |
| YTD | -16.4% | +26.2% | -42.6% | -15.4% |
| 1Y | -18.9% | +68.3% | -87.2% | -19.8% |
| All | -18.9% | +73.4% | -92.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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