+685.3%
AU vs A
-16.6%
+701.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.0% |
| 7D | -7.0% | -4.6% | -2.4% | -5.8% |
| 30D | +7.3% | -4.3% | +11.5% | +8.7% |
| 3M | +33.2% | +8.9% | +24.3% | +30.4% |
| 6M | -0.6% | +24.5% | -25.1% | -6.3% |
| YTD | +26.2% | +5.8% | +20.3% | +23.6% |
| 1Y | +68.3% | +16.2% | +52.0% | +61.0% |
| 3Y | +592.1% | +28.5% | +563.7% | +528.7% |
| 5Y | +685.3% | -16.3% | +701.6% | +624.5% |
| All | +685.3% | -16.6% | +701.8% | +624.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling