+796.3%
AU vs M
-7.1%
+803.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.5% |
| 7D | -7.2% | +7.0% | -14.2% | -7.3% |
| 30D | -2.9% | +8.9% | -11.8% | -3.1% |
| 3M | -8.7% | +4.5% | -13.2% | -8.8% |
| 6M | -14.1% | +36.2% | -50.3% | -14.7% |
| YTD | +4.8% | +15.1% | -10.3% | +4.3% |
| 1Y | +11.9% | +27.4% | -15.6% | +11.2% |
| 3Y | +513.8% | +160.1% | +353.7% | +508.5% |
| 5Y | +379.3% | -1.6% | +380.8% | +369.8% |
| All | +796.3% | -7.1% | +803.4% | +715.9% |
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