+678.6%
AU vs USFR
+20.6%
+658.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.0% |
| 30D | +7.3% | +0.4% | +7.0% | +8.0% |
| 3M | +26.3% | +1.0% | +25.3% | +29.0% |
| 6M | +1.8% | +2.0% | -0.2% | +5.3% |
| YTD | +26.8% | +2.8% | +24.1% | +32.0% |
| 1Y | +66.7% | +4.1% | +62.6% | +75.4% |
| 3Y | +579.1% | +14.1% | +564.9% | +813.8% |
| All | +678.6% | +20.6% | +658.1% | +977.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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