+685.3%
AU vs Z
-66.6%
+751.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.9% |
| 7D | -7.0% | -11.6% | +4.6% | -5.2% |
| 30D | +7.3% | -8.5% | +15.7% | +8.6% |
| 3M | +33.2% | -7.9% | +41.1% | +34.3% |
| 6M | -0.6% | -29.1% | +28.5% | +4.0% |
| YTD | +26.2% | -54.2% | +80.3% | +40.7% |
| 1Y | +68.3% | -63.5% | +131.8% | +94.0% |
| 3Y | +592.1% | -38.6% | +630.7% | +596.7% |
| 5Y | +685.3% | -66.0% | +751.2% | +659.5% |
| All | +685.3% | -66.6% | +751.8% | +659.5% |
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