+116.2%
B vs AU
+389.3%
-273.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.4% |
| 7D | -2.7% | +4.7% | -7.3% | -5.3% |
| 30D | -4.3% | -1.5% | -2.8% | -3.5% |
| 3M | -2.3% | -5.0% | +2.7% | +0.4% |
| 6M | -16.2% | -13.5% | -2.7% | -9.9% |
| YTD | -8.8% | +11.7% | -20.6% | -15.7% |
| 1Y | +11.4% | +21.3% | -10.0% | -1.7% |
| 3Y | +174.3% | +545.0% | -370.7% | -5.1% |
| 5Y | +116.2% | +412.0% | -295.8% | -24.0% |
| All | +116.2% | +389.3% | -273.2% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling