+788.4%
AU vs M
+83.1%
+705.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.5% |
| 7D | -3.6% | +4.7% | -8.4% | -3.9% |
| 30D | +23.9% | -9.6% | +33.5% | +24.6% |
| 3M | +19.1% | +0.9% | +18.2% | +18.9% |
| 6M | -0.2% | +22.3% | -22.4% | -1.6% |
| YTD | +32.5% | +6.5% | +25.9% | +31.5% |
| 1Y | +96.9% | +38.8% | +58.2% | +92.3% |
| 3Y | +614.7% | +115.9% | +498.8% | +571.3% |
| 5Y | +647.7% | +28.6% | +619.1% | +607.7% |
| 10Y | +679.2% | -2.5% | +681.7% | +611.7% |
| All | +788.4% | +83.1% | +705.3% | +637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling