+187.8%
AU vs BR
+1,282.8%
-1,095.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -7.0% | -6.0% | -1.0% | -5.4% |
| 30D | +7.3% | -0.9% | +8.1% | +7.6% |
| 3M | +33.2% | +16.4% | +16.8% | +27.2% |
| 6M | -0.6% | -8.2% | +7.6% | +1.0% |
| YTD | +26.2% | -23.2% | +49.4% | +34.2% |
| 1Y | +68.3% | -30.9% | +99.2% | +84.4% |
| 3Y | +592.1% | -5.0% | +597.1% | +586.6% |
| 5Y | +685.3% | +8.8% | +676.5% | +637.9% |
| 10Y | +682.5% | +190.1% | +492.5% | +421.3% |
| All | +187.8% | +1,282.8% | -1,095.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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