+2,146.7%
AU vs Z
+25.1%
+2,121.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -3.6% | -3.0% | -0.6% | -3.3% |
| 30D | +23.9% | -4.2% | +28.1% | +24.3% |
| 3M | +19.1% | -3.7% | +22.8% | +19.3% |
| 6M | -0.2% | -24.5% | +24.4% | +2.5% |
| YTD | +32.5% | -49.3% | +81.8% | +41.7% |
| 1Y | +96.9% | -58.7% | +155.6% | +115.1% |
| 3Y | +614.7% | -34.1% | +648.9% | +621.9% |
| 5Y | +647.7% | -64.5% | +712.3% | +666.6% |
| 10Y | +679.2% | -0.5% | +679.7% | +632.5% |
| All | +2,146.7% | +25.1% | +2,121.6% | +2,243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling