+788.4%
AU vs RVTY
+1,098.8%
-310.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.6% | +1.1% | -4.7% | -3.8% |
| 30D | +23.9% | +13.2% | +10.7% | +21.5% |
| 3M | +19.1% | +27.2% | -8.2% | +14.5% |
| 6M | -0.2% | +32.4% | -32.6% | -4.6% |
| YTD | +32.5% | +34.9% | -2.4% | +25.9% |
| 1Y | +96.9% | +52.4% | +44.6% | +83.5% |
| 3Y | +614.7% | +12.3% | +602.4% | +585.9% |
| 5Y | +647.7% | -30.8% | +678.5% | +664.2% |
| 10Y | +679.2% | +150.7% | +528.5% | +548.2% |
| All | +788.4% | +1,098.8% | -310.4% | +564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling