+245.9%
B vs AU
+617.7%
-371.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | -0.2% |
| 7D | -6.2% | -1.1% | -5.1% | -5.7% |
| 30D | -6.6% | -4.4% | -2.2% | -4.0% |
| 3M | -7.9% | -10.0% | +2.1% | -2.1% |
| 6M | -16.8% | -14.5% | -2.3% | -9.4% |
| YTD | -11.7% | +6.4% | -18.1% | -17.1% |
| 1Y | +3.5% | +7.7% | -4.2% | -3.7% |
| 3Y | +165.7% | +514.1% | -348.4% | -19.8% |
| 5Y | +108.4% | +386.5% | -278.1% | -32.8% |
| 10Y | +212.7% | +851.3% | -638.6% | -46.8% |
| All | +245.9% | +617.7% | -371.8% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling