+649.4%
AU vs M
+99.0%
+550.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +4.7% | -3.3% | +8.0% | +4.8% |
| 30D | -1.5% | +8.1% | -9.6% | -2.1% |
| 3M | -5.0% | +2.2% | -7.2% | -5.2% |
| 6M | -13.5% | +35.1% | -48.6% | -15.3% |
| YTD | +11.7% | +15.8% | -4.1% | +10.3% |
| 1Y | +21.3% | +25.8% | -4.5% | +19.1% |
| 3Y | +545.0% | +156.2% | +388.7% | +499.4% |
| 5Y | +412.0% | -2.4% | +414.3% | +393.3% |
| 10Y | +899.1% | -7.1% | +906.2% | +821.2% |
| All | +649.4% | +99.0% | +550.3% | +518.5% |
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