+414.4%
AU vs AS
+123.4%
+290.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -7.2% | -4.9% | -2.3% | -6.2% |
| 30D | -2.9% | +3.9% | -6.8% | -3.5% |
| 3M | -8.7% | -9.6% | +0.9% | -6.9% |
| 6M | -14.1% | -8.7% | -5.5% | -12.6% |
| YTD | +4.8% | -19.8% | +24.6% | +8.4% |
| 1Y | +11.9% | -1.5% | +13.4% | +13.4% |
| All | +414.4% | +123.4% | +290.9% | +348.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling