+542.7%
AU vs AS
+114.1%
+428.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +12.8% | -22.1% | +34.9% | +18.1% |
| 3M | +28.5% | -15.3% | +43.8% | +32.4% |
| 6M | +4.8% | -15.6% | +20.4% | +8.2% |
| YTD | +31.0% | -23.2% | +54.1% | +36.5% |
| 1Y | +81.4% | -21.7% | +103.1% | +88.1% |
| All | +542.7% | +114.1% | +428.6% | +465.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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