+158.8%
B vs AU
+688.4%
-529.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | +9.5% | +12.3% | -2.8% | +2.3% |
| 3M | +14.3% | +29.4% | -15.0% | -1.7% |
| 6M | -1.9% | +3.2% | -5.1% | -5.0% |
| YTD | +4.1% | +31.8% | -27.7% | -12.4% |
| 1Y | +56.1% | +83.4% | -27.3% | +9.5% |
| 3Y | +202.0% | +623.1% | -421.1% | -4.6% |
| 5Y | +158.8% | +700.5% | -541.7% | -29.5% |
| All | +158.8% | +688.4% | -529.6% | -29.5% |
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 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