+361.5%
ALL vs AU
+699.0%
-337.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.8% |
| 7D | -2.3% | -4.3% | +2.0% | -2.2% |
| 30D | -0.4% | +7.3% | -7.7% | -0.6% |
| 3M | +16.0% | +26.3% | -10.3% | +15.4% |
| 6M | +24.6% | +1.8% | +22.8% | +24.4% |
| YTD | +23.7% | +26.8% | -3.1% | +22.5% |
| 1Y | +27.7% | +66.7% | -39.0% | +25.3% |
| 3Y | +150.2% | +579.1% | -428.8% | +134.7% |
| 5Y | +117.1% | +689.3% | -572.3% | +100.8% |
| All | +361.5% | +699.0% | -337.4% | +360.9% |
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 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