+605.8%
AU vs RVTY
+16.6%
+589.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.3% |
| 7D | +0.6% | -5.4% | +6.1% | +2.0% |
| 30D | +12.3% | +6.7% | +5.6% | +10.6% |
| 3M | +29.4% | +19.0% | +10.3% | +24.3% |
| 6M | +3.2% | +34.6% | -31.4% | -3.4% |
| YTD | +31.8% | +28.3% | +3.5% | +23.6% |
| 1Y | +83.4% | +46.0% | +37.4% | +68.6% |
| All | +605.8% | +16.6% | +589.2% | +535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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