+685.3%
AU vs SM
+108.0%
+577.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | -7.0% | +2.1% | -9.1% | -7.1% |
| 30D | +7.3% | +18.1% | -10.9% | +6.2% |
| 3M | +33.2% | +17.0% | +16.2% | +31.7% |
| 6M | -0.6% | +55.4% | -56.0% | -5.5% |
| YTD | +26.2% | +108.6% | -82.4% | +15.3% |
| 1Y | +68.3% | +45.7% | +22.6% | +60.2% |
| 3Y | +592.1% | -0.3% | +592.4% | +575.2% |
| 5Y | +685.3% | +113.0% | +572.2% | +660.3% |
| All | +685.3% | +108.0% | +577.2% | +660.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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