+438.8%
AU vs S
-51.7%
+490.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.2% | +2.0% | -9.2% | -7.3% |
| 30D | -2.9% | -2.7% | -0.2% | -2.8% |
| 3M | -8.7% | -6.9% | -1.8% | -8.5% |
| 6M | -14.1% | +38.1% | -52.2% | -16.5% |
| YTD | +4.8% | +48.0% | -43.2% | +1.1% |
| 1Y | +11.9% | +34.5% | -22.6% | +8.6% |
| 3Y | +513.8% | +38.3% | +475.5% | +488.6% |
| 5Y | +379.3% | -70.9% | +450.2% | +365.0% |
| All | +438.8% | -51.7% | +490.5% | +418.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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