+700.5%
AU vs AR
+148.2%
+552.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | +12.3% | +5.5% | +6.8% | +11.6% |
| 3M | +29.4% | +12.9% | +16.5% | +27.3% |
| 6M | +3.2% | +0.1% | +3.1% | +2.4% |
| YTD | +31.8% | +13.5% | +18.3% | +27.9% |
| 1Y | +83.4% | +21.6% | +61.8% | +75.3% |
| 3Y | +623.1% | +46.0% | +577.1% | +555.5% |
| 5Y | +700.5% | +143.7% | +556.8% | +644.7% |
| All | +700.5% | +148.2% | +552.3% | +644.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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