+247.9%
AU vs FIVE
+848.8%
-600.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.7% |
| 7D | -1.1% | +2.4% | -3.5% | -1.2% |
| 30D | -4.4% | +15.8% | -20.3% | -5.3% |
| 3M | -10.0% | +3.8% | -13.8% | -10.2% |
| 6M | -14.5% | +18.5% | -33.0% | -15.5% |
| YTD | +6.4% | +31.2% | -24.8% | +4.5% |
| 1Y | +7.7% | +61.8% | -54.1% | +4.6% |
| 3Y | +514.1% | +39.9% | +474.2% | +493.4% |
| 5Y | +386.5% | +18.3% | +368.2% | +368.6% |
| 10Y | +851.3% | +510.0% | +341.3% | +752.5% |
| All | +247.9% | +848.8% | -600.9% | +193.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling