+1,166.8%
ALL vs AU
+793.6%
+373.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | 0.0% | -3.6% | +3.7% | +0.3% |
| 30D | -1.5% | +23.9% | -25.4% | -3.2% |
| 3M | +23.6% | +19.1% | +4.5% | +21.5% |
| 6M | +22.3% | -0.2% | +22.5% | +21.3% |
| YTD | +26.5% | +32.5% | -5.9% | +22.3% |
| 1Y | +27.0% | +96.9% | -69.9% | +18.6% |
| 3Y | +149.6% | +614.7% | -465.2% | +106.7% |
| 5Y | +118.1% | +647.7% | -529.6% | +76.7% |
| 10Y | +369.0% | +679.2% | -310.2% | +259.6% |
| All | +1,166.8% | +793.6% | +373.1% | +857.0% |
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