+672.3%
AU vs Z
-2.5%
+674.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | 0.0% |
| 7D | -4.3% | -6.0% | +1.8% | -3.6% |
| 30D | +7.3% | -2.3% | +9.6% | +7.5% |
| 3M | +26.3% | -0.6% | +26.9% | +26.0% |
| 6M | +1.8% | -27.6% | +29.4% | +5.2% |
| YTD | +26.8% | -52.4% | +79.2% | +37.3% |
| 1Y | +66.7% | -63.6% | +130.3% | +86.1% |
| 3Y | +579.1% | -36.4% | +615.5% | +588.7% |
| 5Y | +689.3% | -64.6% | +753.9% | +712.2% |
| All | +672.3% | -2.5% | +674.7% | +591.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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