+96.9%
AU vs FND
-36.4%
+133.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.9% |
| 7D | -3.6% | -5.2% | +1.6% | -2.0% |
| 30D | +23.9% | -19.9% | +43.8% | +33.1% |
| 3M | +19.1% | +2.7% | +16.4% | +16.1% |
| 6M | -0.2% | -21.7% | +21.5% | +5.1% |
| YTD | +32.5% | -17.5% | +50.0% | +35.1% |
| 1Y | +96.9% | -39.3% | +136.2% | +106.6% |
| All | +96.9% | -36.4% | +133.3% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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