+1,066.2%
AU vs FND
+57.3%
+1,008.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +12.3% | -19.6% | +31.9% | +15.2% |
| 3M | +29.4% | -4.3% | +33.7% | +29.7% |
| 6M | +3.2% | -20.4% | +23.7% | +5.5% |
| YTD | +31.8% | -21.9% | +53.7% | +34.8% |
| 1Y | +83.4% | -45.2% | +128.6% | +93.7% |
| 3Y | +623.1% | -49.2% | +672.3% | +656.9% |
| 5Y | +700.5% | -61.8% | +762.3% | +736.8% |
| All | +1,066.2% | +57.3% | +1,008.9% | +1,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling