+374.2%
AU vs Z
-53.4%
+427.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -2.1% |
| 7D | -7.2% | +0.8% | -8.1% | -7.3% |
| 30D | -2.9% | +5.2% | -8.1% | -4.1% |
| 3M | -8.7% | -17.0% | +8.4% | -6.4% |
| 6M | -14.1% | -22.7% | +8.5% | -11.3% |
| YTD | +4.8% | -56.3% | +61.1% | +18.3% |
| 1Y | +11.9% | -57.7% | +69.5% | +26.8% |
| 3Y | +513.8% | -16.5% | +530.4% | +480.0% |
| All | +374.2% | -53.4% | +427.7% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling