+447.9%
AU vs COMP
-49.7%
+497.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.6% |
| 30D | +12.3% | -13.9% | +26.2% | +13.9% |
| 3M | +29.4% | +30.7% | -1.4% | +25.7% |
| 6M | +3.2% | +18.7% | -15.5% | +0.6% |
| YTD | +31.8% | +1.0% | +30.8% | +29.7% |
| 1Y | +83.4% | +15.1% | +68.3% | +77.9% |
| 3Y | +623.1% | +219.8% | +403.3% | +505.1% |
| 5Y | +700.5% | -28.7% | +729.2% | +502.5% |
| All | +447.9% | -49.7% | +497.6% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling