+700.5%
AU vs FFIV
+100.0%
+600.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.2% | -0.2% |
| 7D | +0.6% | +3.5% | -2.8% | -0.1% |
| 30D | +12.3% | -1.3% | +13.6% | +12.5% |
| 3M | +29.4% | +2.4% | +27.0% | +28.2% |
| 6M | +3.2% | +41.8% | -38.6% | -5.2% |
| YTD | +31.8% | +58.5% | -26.7% | +18.1% |
| 1Y | +83.4% | +24.3% | +59.1% | +72.1% |
| 3Y | +623.1% | +152.0% | +471.1% | +453.4% |
| 5Y | +700.5% | +99.1% | +601.4% | +531.5% |
| All | +700.5% | +100.0% | +600.5% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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