-68.6%
XYZ vs AU
+676.5%
-745.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +1.4% | +12.8% | -11.4% | -1.5% |
| 3M | +14.6% | +28.5% | -13.9% | +7.7% |
| 6M | +20.8% | +4.8% | +15.9% | +17.7% |
| YTD | +23.1% | +31.0% | -7.9% | +13.2% |
| 1Y | +5.6% | +81.4% | -75.8% | -10.9% |
| 3Y | +50.9% | +618.4% | -567.5% | -18.2% |
| 5Y | -68.6% | +686.3% | -754.9% | -84.9% |
| All | -68.6% | +676.5% | -745.1% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling