+700.5%
AU vs CAPR
+76.3%
+624.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +0.6% |
| 7D | +0.6% | -12.6% | +13.3% | +0.6% |
| 30D | +12.3% | +124.4% | -112.1% | +12.4% |
| 3M | +29.4% | -66.8% | +96.1% | +29.4% |
| 6M | +3.2% | -71.8% | +75.0% | +3.2% |
| YTD | +31.8% | -70.1% | +101.9% | +31.8% |
| 1Y | +83.4% | +33.3% | +50.1% | +85.0% |
| 3Y | +623.1% | +36.7% | +586.4% | +582.1% |
| 5Y | +700.5% | +72.5% | +628.1% | +615.5% |
| All | +700.5% | +76.3% | +624.2% | +615.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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