+450.6%
AU vs COMP
-47.7%
+498.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.5% |
| 3M | +19.1% | +41.1% | -22.0% | +14.8% |
| 6M | -0.2% | +17.2% | -17.3% | -2.7% |
| YTD | +32.5% | +5.2% | +27.3% | +29.8% |
| 1Y | +96.9% | +18.9% | +78.0% | +90.4% |
| 3Y | +614.7% | +215.9% | +398.8% | +498.2% |
| 5Y | +647.7% | -31.2% | +678.9% | +454.4% |
| All | +450.6% | -47.7% | +498.3% | +328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling