+531.3%
AU vs A
+442.2%
+89.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -0.8% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | +12.8% | +0.6% | +12.2% | +12.8% |
| 3M | +28.5% | +10.9% | +17.6% | +26.8% |
| 6M | +4.8% | +28.2% | -23.3% | +1.5% |
| YTD | +31.0% | +8.6% | +22.4% | +29.3% |
| 1Y | +81.4% | +15.5% | +65.9% | +77.7% |
| 3Y | +618.4% | +31.8% | +586.6% | +588.1% |
| 5Y | +686.3% | -14.9% | +701.2% | +686.3% |
| 10Y | +664.5% | +237.8% | +426.7% | +549.4% |
| All | +531.3% | +442.2% | +89.1% | +422.1% |
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