+405.2%
AU vs A
+543.3%
-138.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -2.9% | 0.0% | -2.8% | -2.8% |
| 3M | -8.7% | +16.7% | -25.4% | -10.4% |
| 6M | -14.1% | +54.8% | -69.0% | -18.7% |
| YTD | +4.8% | +28.8% | -24.0% | +1.3% |
| 1Y | +11.9% | +19.3% | -7.4% | +9.1% |
| 3Y | +513.8% | +65.5% | +448.3% | +471.6% |
| 5Y | +379.3% | +12.1% | +367.2% | +364.2% |
| 10Y | +837.1% | +305.4% | +531.7% | +678.5% |
| All | +405.2% | +543.3% | -138.1% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling