+672.3%
AU vs A
+256.4%
+415.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | 0.0% |
| 7D | -4.3% | -2.6% | -1.7% | -3.8% |
| 30D | +7.3% | -0.9% | +8.2% | +7.6% |
| 3M | +26.3% | +13.6% | +12.7% | +23.3% |
| 6M | +1.8% | +27.8% | -26.1% | -3.1% |
| YTD | +26.8% | +8.6% | +18.2% | +24.2% |
| 1Y | +66.7% | +16.9% | +49.8% | +61.1% |
| 3Y | +579.1% | +32.9% | +546.2% | +534.1% |
| 5Y | +689.3% | -14.1% | +703.4% | +673.5% |
| All | +672.3% | +256.4% | +415.9% | +607.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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