+207.5%
C vs AU
+879.0%
-671.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.6% |
| 7D | -0.4% | +4.7% | -5.1% | -0.6% |
| 30D | -5.3% | -1.5% | -3.8% | -5.3% |
| 3M | -8.0% | -5.0% | -3.0% | -8.0% |
| 6M | -0.3% | -13.5% | +13.2% | -0.2% |
| YTD | +8.6% | +11.7% | -3.1% | +8.0% |
| 1Y | +25.8% | +21.3% | +4.5% | +24.9% |
| 3Y | +221.2% | +545.0% | -323.8% | +210.2% |
| 5Y | +113.6% | +412.0% | -298.4% | +104.9% |
| All | +207.5% | +879.0% | -671.4% | +215.6% |
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