+668.3%
AU vs M
-10.0%
+678.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -4.2% |
| 7D | -7.0% | -8.8% | +1.8% | -6.8% |
| 30D | +7.3% | -16.4% | +23.7% | +7.6% |
| 3M | +33.2% | -10.8% | +44.0% | +33.5% |
| 6M | -0.6% | +16.1% | -16.7% | -0.8% |
| YTD | +26.2% | -5.3% | +31.4% | +26.1% |
| 1Y | +68.3% | +24.9% | +43.4% | +67.7% |
| 3Y | +592.1% | +97.5% | +494.6% | +589.7% |
| 5Y | +685.3% | +20.4% | +664.9% | +682.8% |
| All | +668.3% | -10.0% | +678.2% | +559.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling