+3,767.2%
SPGI vs AU
+793.6%
+2,973.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.4% |
| 7D | +0.1% | -3.6% | +3.8% | +0.4% |
| 30D | +8.4% | +23.9% | -15.5% | +6.4% |
| 3M | +11.8% | +19.1% | -7.2% | +9.9% |
| 6M | +5.7% | -0.2% | +5.9% | +4.9% |
| YTD | -9.7% | +32.5% | -42.1% | -12.8% |
| 1Y | -12.5% | +96.9% | -109.4% | -18.6% |
| 3Y | +21.8% | +614.7% | -592.9% | -0.4% |
| 5Y | +8.2% | +647.7% | -639.5% | -13.2% |
| 10Y | +309.5% | +679.2% | -369.7% | +214.8% |
| All | +3,767.2% | +793.6% | +2,973.6% | +2,840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling