+682.0%
AU vs COMP
-31.2%
+713.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | +23.9% | -13.3% | +37.2% | +25.7% |
| 3M | +19.1% | +41.1% | -22.0% | +14.5% |
| 6M | -0.2% | +17.2% | -17.3% | -2.9% |
| YTD | +32.5% | +5.2% | +27.3% | +29.6% |
| 1Y | +96.9% | +18.9% | +78.0% | +89.9% |
| 3Y | +614.7% | +215.9% | +398.8% | +488.2% |
| All | +682.0% | -31.2% | +713.2% | +527.7% |
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