+373.8%
AU vs COMP
-53.0%
+426.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.4% | +1.9% | -4.8% |
| 7D | +15.3% | +7.2% | +8.1% | +14.5% |
| 30D | -0.3% | +6.4% | -6.7% | -1.1% |
| 3M | -2.9% | -19.4% | +16.5% | -1.0% |
| 6M | -10.7% | +14.6% | -25.3% | -12.4% |
| YTD | +14.0% | -5.5% | +19.5% | +12.7% |
| 1Y | +32.5% | +13.7% | +18.9% | +29.0% |
| 3Y | +557.9% | +409.7% | +148.2% | +430.5% |
| 5Y | +441.0% | -17.0% | +458.0% | +320.4% |
| All | +373.8% | -53.0% | +426.8% | +272.3% |
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