+788.4%
AU vs SM
+885.4%
-97.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.0% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +23.9% | +26.3% | -2.4% | +20.5% |
| 3M | +19.1% | +8.7% | +10.4% | +17.2% |
| 6M | -0.2% | +51.7% | -51.8% | -6.7% |
| YTD | +32.5% | +99.0% | -66.6% | +19.4% |
| 1Y | +96.9% | +34.6% | +62.4% | +85.5% |
| 3Y | +614.7% | -7.8% | +622.5% | +587.8% |
| 5Y | +647.7% | +104.8% | +542.9% | +530.2% |
| 10Y | +679.2% | +7.2% | +672.0% | +437.1% |
| All | +788.4% | +885.4% | -97.0% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling