+579.1%
AU vs FND
-50.3%
+629.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.3% | -5.8% | +1.5% | -3.4% |
| 30D | +7.3% | -20.2% | +27.5% | +11.1% |
| 3M | +26.3% | -12.0% | +38.3% | +28.5% |
| 6M | +1.8% | -18.5% | +20.3% | +3.7% |
| YTD | +26.8% | -22.3% | +49.1% | +29.6% |
| 1Y | +66.7% | -47.6% | +114.3% | +73.4% |
| 3Y | +579.1% | -49.8% | +628.8% | +614.3% |
| All | +579.1% | -50.3% | +629.4% | +614.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling