+672.3%
AU vs FDS
+64.8%
+607.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -4.3% | -14.0% | +9.7% | -2.3% |
| 30D | +7.3% | -6.2% | +13.5% | +8.2% |
| 3M | +26.3% | +10.2% | +16.2% | +24.2% |
| 6M | +1.8% | +27.4% | -25.7% | -3.0% |
| YTD | +26.8% | -9.3% | +36.1% | +27.8% |
| 1Y | +66.7% | -28.6% | +95.3% | +75.8% |
| 3Y | +579.1% | -36.8% | +615.9% | +628.0% |
| 5Y | +689.3% | -28.6% | +718.0% | +714.7% |
| All | +672.3% | +64.8% | +607.5% | +694.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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