+579.1%
AU vs RSG
+57.7%
+521.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +7.3% | +4.0% | +3.4% | +6.5% |
| 3M | +26.3% | +7.4% | +19.0% | +23.9% |
| 6M | +1.8% | +0.1% | +1.7% | +2.4% |
| YTD | +26.8% | +6.0% | +20.8% | +24.3% |
| 1Y | +66.7% | -3.0% | +69.7% | +70.9% |
| 3Y | +579.1% | +56.5% | +522.6% | +473.5% |
| All | +579.1% | +57.7% | +521.4% | +473.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling