-21.6%
C vs AU
+607.0%
-628.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +4.2% | -7.2% | +11.4% | +4.7% |
| 30D | +2.0% | -2.9% | +4.9% | +2.1% |
| 3M | -10.1% | -8.7% | -1.5% | -9.8% |
| 6M | +1.0% | -14.1% | +15.1% | +1.6% |
| YTD | +8.5% | +4.8% | +3.7% | +7.0% |
| 1Y | +25.7% | +11.9% | +13.8% | +23.4% |
| 3Y | +216.0% | +513.8% | -297.8% | +170.8% |
| 5Y | +112.3% | +379.3% | -266.9% | +82.4% |
| 10Y | +217.8% | +837.1% | -619.3% | +145.5% |
| All | -21.6% | +607.0% | -628.6% | -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 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