+473.2%
AU vs COMP
-17.6%
+490.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +10.7% | -5.7% | +3.8% |
| 7D | +16.5% | +13.4% | +3.1% | +14.8% |
| 30D | +3.3% | +11.1% | -7.8% | +1.8% |
| 3M | +6.8% | -18.8% | +25.7% | +8.9% |
| 6M | -3.9% | +10.5% | -14.4% | -5.7% |
| YTD | +12.9% | -3.4% | +16.3% | +11.3% |
| 1Y | +43.5% | +19.7% | +23.8% | +38.5% |
| 3Y | +445.5% | +381.6% | +63.9% | +330.2% |
| All | +473.2% | -17.6% | +490.8% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling