+1,475.9%
XLK vs AU
+820.5%
+655.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.5% |
| 30D | -0.6% | +7.3% | -7.9% | -1.3% |
| 3M | +2.6% | +26.3% | -23.8% | +0.5% |
| 6M | +34.0% | +1.8% | +32.2% | +33.1% |
| YTD | +30.7% | +26.8% | +3.9% | +27.4% |
| 1Y | +39.2% | +66.7% | -27.5% | +32.8% |
| 3Y | +120.4% | +579.1% | -458.6% | +87.6% |
| 5Y | +148.8% | +689.3% | -540.5% | +106.8% |
| 10Y | +803.3% | +686.6% | +116.7% | +623.9% |
| All | +1,475.9% | +820.5% | +655.4% | +1,085.2% |
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