+778.3%
AU vs FDS
+4,558.3%
-3,780.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.6% |
| 7D | -0.3% | -5.4% | +5.1% | +0.4% |
| 30D | +12.8% | +1.6% | +11.2% | +12.5% |
| 3M | +28.5% | +17.7% | +10.7% | +25.4% |
| 6M | +4.8% | +29.1% | -24.2% | +0.5% |
| YTD | +31.0% | +1.0% | +30.0% | +29.2% |
| 1Y | +81.4% | -21.6% | +103.1% | +84.5% |
| 3Y | +618.4% | -30.1% | +648.5% | +638.5% |
| 5Y | +686.3% | -20.7% | +707.1% | +690.3% |
| 10Y | +664.5% | +78.3% | +586.2% | +585.6% |
| All | +778.3% | +4,558.3% | -3,780.0% | +692.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling