+760.0%
AU vs BG
+1,192.5%
-432.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.5% |
| 7D | -7.0% | +3.7% | -10.7% | -7.9% |
| 30D | +7.3% | +12.3% | -5.1% | +3.6% |
| 3M | +33.2% | -2.2% | +35.4% | +33.1% |
| 6M | -0.6% | +5.3% | -6.0% | -3.2% |
| YTD | +26.2% | +42.4% | -16.2% | +13.1% |
| 1Y | +68.3% | +55.2% | +13.1% | +46.9% |
| 3Y | +592.1% | +21.0% | +571.1% | +535.7% |
| 5Y | +685.3% | +87.1% | +598.1% | +520.8% |
| 10Y | +682.5% | +169.8% | +512.7% | +406.1% |
| All | +760.0% | +1,192.5% | -432.4% | +404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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