+788.4%
AU vs SPG
+2,806.8%
-2,018.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -3.6% | -2.4% | -1.3% | -3.2% |
| 30D | +23.9% | -6.8% | +30.7% | +25.4% |
| 3M | +19.1% | +2.7% | +16.4% | +18.4% |
| 6M | -0.2% | +5.5% | -5.6% | -1.1% |
| YTD | +32.5% | +15.7% | +16.8% | +29.1% |
| 1Y | +96.9% | +20.9% | +76.1% | +90.4% |
| 3Y | +614.7% | +112.4% | +502.3% | +524.5% |
| 5Y | +647.7% | +101.4% | +546.4% | +549.9% |
| 10Y | +679.2% | +60.6% | +618.6% | +555.1% |
| All | +788.4% | +2,806.8% | -2,018.4% | +457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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