+597.9%
XYZ vs AU
+694.8%
-97.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.2% |
| 7D | -5.2% | -7.0% | +1.8% | -4.2% |
| 30D | 0.0% | +7.3% | -7.3% | -1.1% |
| 3M | +18.7% | +33.2% | -14.5% | +13.7% |
| 6M | +20.5% | -0.6% | +21.2% | +19.5% |
| YTD | +21.5% | +26.2% | -4.7% | +16.3% |
| 1Y | +7.2% | +68.3% | -61.1% | -1.6% |
| 3Y | +49.0% | +592.1% | -543.1% | +10.7% |
| 5Y | -68.1% | +685.3% | -753.4% | -76.9% |
| All | +597.9% | +694.8% | -97.0% | +505.3% |
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 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