+778.3%
AU vs VMC
+942.7%
-164.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | +12.8% | -9.1% | +21.9% | +15.1% |
| 3M | +28.5% | -4.1% | +32.6% | +29.6% |
| 6M | +4.8% | -5.5% | +10.4% | +6.2% |
| YTD | +31.0% | -8.9% | +39.9% | +33.6% |
| 1Y | +81.4% | -12.9% | +94.4% | +86.7% |
| 3Y | +618.4% | +22.1% | +596.3% | +584.3% |
| 5Y | +686.3% | +52.7% | +633.6% | +605.9% |
| 10Y | +664.5% | +152.7% | +511.8% | +480.8% |
| All | +778.3% | +942.7% | -164.4% | +450.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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