+260.0%
AU vs MKTX
+1,442.6%
-1,182.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +26.3% | +40.8% | -14.5% | +19.3% |
| 6M | +1.8% | -8.0% | +9.8% | +2.3% |
| YTD | +26.8% | -8.7% | +35.5% | +27.6% |
| 1Y | +66.7% | -11.8% | +78.5% | +68.3% |
| 3Y | +579.1% | -24.0% | +603.1% | +593.0% |
| 5Y | +689.3% | -60.3% | +749.7% | +773.5% |
| 10Y | +686.6% | +5.0% | +681.6% | +653.1% |
| All | +260.0% | +1,442.6% | -1,182.7% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling