+335.6%
AU vs COMP
-52.0%
+387.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -7.2% | 0.0% | -7.2% | -7.2% |
| 30D | -2.9% | +16.6% | -19.4% | -4.5% |
| 3M | -8.7% | -23.5% | +14.9% | -6.4% |
| 6M | -14.1% | +25.7% | -39.9% | -16.5% |
| YTD | +4.8% | -3.4% | +8.2% | +3.4% |
| 1Y | +11.9% | +7.6% | +4.3% | +9.3% |
| 3Y | +513.8% | +423.6% | +90.2% | +393.5% |
| 5Y | +379.3% | -10.6% | +389.9% | +273.7% |
| All | +335.6% | -52.0% | +387.6% | +241.4% |
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