+584.9%
XYZ vs AU
+818.2%
-233.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | -1.1% | -7.2% | +6.2% | 0.0% |
| 30D | +11.5% | -2.9% | +14.4% | +11.9% |
| 3M | +1.8% | -8.7% | +10.5% | +2.9% |
| 6M | +21.2% | -14.1% | +35.4% | +23.0% |
| YTD | +29.9% | +4.8% | +25.1% | +27.5% |
| 1Y | +35.8% | +11.9% | +23.9% | +32.0% |
| 3Y | +62.6% | +513.8% | -451.2% | +23.0% |
| 5Y | -62.8% | +379.3% | -442.1% | -71.9% |
| All | +584.9% | +818.2% | -233.4% | +509.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling