+678.6%
AU vs RSG
+89.9%
+588.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +7.3% | +4.0% | +3.4% | +6.4% |
| 3M | +26.3% | +7.4% | +19.0% | +23.8% |
| 6M | +1.8% | +0.1% | +1.7% | +1.7% |
| YTD | +26.8% | +6.0% | +20.8% | +24.2% |
| 1Y | +66.7% | -3.0% | +69.7% | +68.3% |
| 3Y | +579.1% | +56.5% | +522.6% | +506.3% |
| All | +678.6% | +89.9% | +588.8% | +591.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling