+443.0%
AU vs SNY
+241.9%
+201.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.3% | -3.3% | -0.9% | -3.1% |
| 30D | +7.3% | -2.2% | +9.5% | +8.2% |
| 3M | +26.3% | -3.0% | +29.4% | +27.6% |
| 6M | +1.8% | +2.7% | -1.0% | +0.7% |
| YTD | +26.8% | -6.8% | +33.7% | +29.5% |
| 1Y | +66.7% | -5.3% | +71.9% | +68.9% |
| 3Y | +579.1% | -9.8% | +588.9% | +582.3% |
| 5Y | +689.3% | +9.7% | +679.7% | +628.6% |
| 10Y | +686.6% | +64.5% | +622.1% | +509.8% |
| All | +443.0% | +241.9% | +201.1% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling