+678.6%
AU vs MKTX
-60.5%
+739.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.3% | -0.2% | -4.0% | -4.2% |
| 30D | +7.3% | +0.7% | +6.6% | +7.1% |
| 3M | +26.3% | +40.8% | -14.5% | +16.5% |
| 6M | +1.8% | -8.0% | +9.8% | +2.8% |
| YTD | +26.8% | -8.7% | +35.5% | +28.2% |
| 1Y | +66.7% | -11.8% | +78.5% | +69.5% |
| 3Y | +579.1% | -24.0% | +603.1% | +598.8% |
| All | +678.6% | -60.5% | +739.1% | +690.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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