+73.5%
XYZ vs AU
+532.9%
-459.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.9% | -3.3% | +2.3% |
| 7D | +14.9% | +20.8% | -5.9% | +10.9% |
| 30D | +14.7% | +5.5% | +9.1% | +13.2% |
| 3M | +12.1% | +3.9% | +8.2% | +10.8% |
| 6M | +18.3% | -5.4% | +23.8% | +18.0% |
| YTD | +36.1% | +20.7% | +15.4% | +29.2% |
| 1Y | +35.3% | +49.8% | -14.5% | +23.9% |
| 3Y | +73.5% | +565.6% | -492.2% | -1.6% |
| All | +73.5% | +532.9% | -459.5% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling