+201.4%
B vs AU
+699.0%
-497.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -2.4% | -4.3% | +1.9% | 0.0% |
| 30D | +6.3% | +7.3% | -1.0% | +2.1% |
| 3M | +12.1% | +26.3% | -14.2% | -1.8% |
| 6M | -3.1% | +1.8% | -4.9% | -5.2% |
| YTD | +2.0% | +26.8% | -24.9% | -12.0% |
| 1Y | +51.7% | +66.7% | -15.0% | +12.6% |
| 3Y | +190.5% | +579.1% | -388.6% | -4.8% |
| 5Y | +158.0% | +689.3% | -531.4% | -25.6% |
| All | +201.4% | +699.0% | -497.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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