+685.3%
AU vs FDS
-28.1%
+713.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.5% | -3.9% |
| 7D | -7.0% | -16.0% | +9.0% | -6.1% |
| 30D | +7.3% | -6.7% | +14.0% | +7.8% |
| 3M | +33.2% | +6.0% | +27.3% | +32.7% |
| 6M | -0.6% | +25.1% | -25.7% | -2.6% |
| YTD | +26.2% | -8.1% | +34.3% | +28.4% |
| 1Y | +68.3% | -26.0% | +94.3% | +78.1% |
| 3Y | +592.1% | -36.4% | +628.5% | +647.3% |
| 5Y | +685.3% | -27.7% | +713.0% | +774.2% |
| All | +685.3% | -28.1% | +713.4% | +774.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling