+39.2%
XLK vs AU
+72.0%
-32.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -4.3% | +4.5% | +0.9% |
| 30D | -0.6% | +7.3% | -7.9% | -2.1% |
| 3M | +2.6% | +26.3% | -23.8% | -2.2% |
| 6M | +34.0% | +1.8% | +32.2% | +30.8% |
| YTD | +30.7% | +26.8% | +3.9% | +23.7% |
| 1Y | +39.2% | +66.7% | -27.5% | +25.6% |
| All | +39.2% | +72.0% | -32.8% | +25.6% |
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