+533.2%
XYZ vs AU
+1,807.7%
-1,274.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.0% | -3.6% | +2.7% | -0.5% |
| 30D | -1.7% | +23.9% | -25.6% | -4.2% |
| 3M | +16.7% | +19.1% | -2.3% | +14.0% |
| 6M | +26.9% | -0.2% | +27.0% | +25.8% |
| YTD | +27.1% | +32.5% | -5.3% | +22.0% |
| 1Y | +9.3% | +96.9% | -87.7% | +0.1% |
| 3Y | +42.3% | +614.7% | -572.5% | +11.3% |
| 5Y | -69.3% | +647.7% | -717.0% | -76.3% |
| 10Y | +586.8% | +679.2% | -92.4% | +481.0% |
| All | +533.2% | +1,807.7% | -1,274.5% | +466.0% |
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