+784.0%
AU vs BEN
+423.2%
+360.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.9% |
| 7D | +0.6% | +3.4% | -2.7% | 0.0% |
| 30D | +12.3% | +1.8% | +10.5% | +11.9% |
| 3M | +29.4% | +8.4% | +21.0% | +27.4% |
| 6M | +3.2% | +35.6% | -32.4% | -2.5% |
| YTD | +31.8% | +46.4% | -14.6% | +22.5% |
| 1Y | +83.4% | +46.3% | +37.1% | +70.3% |
| 3Y | +623.1% | +54.6% | +568.5% | +555.6% |
| 5Y | +700.5% | +39.4% | +661.1% | +626.8% |
| 10Y | +717.6% | +57.6% | +660.0% | +584.1% |
| All | +784.0% | +423.2% | +360.7% | +656.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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