+116.1%
ALL vs AU
+688.4%
-572.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -2.2% | +0.6% | -2.9% | -2.2% |
| 30D | -5.6% | +12.3% | -17.9% | -5.7% |
| 3M | +17.2% | +29.4% | -12.1% | +16.9% |
| 6M | +23.2% | +3.2% | +20.0% | +23.4% |
| YTD | +23.6% | +31.8% | -8.2% | +22.5% |
| 1Y | +29.2% | +83.4% | -54.2% | +26.4% |
| 3Y | +153.8% | +623.1% | -469.3% | +136.6% |
| 5Y | +116.1% | +700.5% | -584.4% | +98.4% |
| All | +116.1% | +688.4% | -572.3% | +98.4% |
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