+672.3%
AU vs SNY
+64.5%
+607.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.3% | -3.3% | -0.9% | -3.3% |
| 30D | +7.3% | -2.2% | +9.5% | +8.1% |
| 3M | +26.3% | -3.0% | +29.4% | +27.4% |
| 6M | +1.8% | +2.7% | -1.0% | +0.9% |
| YTD | +26.8% | -6.8% | +33.7% | +29.1% |
| 1Y | +66.7% | -5.3% | +71.9% | +68.7% |
| 3Y | +579.1% | -9.8% | +588.9% | +584.3% |
| 5Y | +689.3% | +9.7% | +679.7% | +633.0% |
| All | +672.3% | +64.5% | +607.8% | +485.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling