+700.5%
AU vs M
+22.2%
+678.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.0% |
| 7D | +0.6% | -4.1% | +4.7% | +0.9% |
| 30D | +12.3% | -13.6% | +25.9% | +13.5% |
| 3M | +29.4% | -2.3% | +31.6% | +29.4% |
| 6M | +3.2% | +21.9% | -18.7% | +1.7% |
| YTD | +31.8% | -0.6% | +32.4% | +31.3% |
| 1Y | +83.4% | +29.7% | +53.7% | +79.6% |
| 3Y | +623.1% | +107.3% | +515.8% | +586.0% |
| 5Y | +700.5% | +20.5% | +680.0% | +718.0% |
| All | +700.5% | +22.2% | +678.3% | +718.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling