+68.3%
AU vs FIVE
+69.1%
-0.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.7% |
| 7D | -7.0% | +0.6% | -7.5% | -7.1% |
| 30D | +7.3% | +3.0% | +4.3% | +6.3% |
| 3M | +33.2% | +23.2% | +10.0% | +27.0% |
| 6M | -0.6% | +9.2% | -9.8% | -2.1% |
| YTD | +26.2% | +28.1% | -1.9% | +19.5% |
| 1Y | +68.3% | +65.3% | +3.0% | +48.4% |
| All | +68.3% | +69.1% | -0.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling