-22.7%
C vs AU
+668.9%
-691.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.6% |
| 7D | -0.4% | +15.3% | -15.6% | -1.4% |
| 30D | -5.2% | -0.3% | -4.8% | -5.2% |
| 3M | -9.1% | -2.9% | -6.2% | -9.1% |
| 6M | -1.6% | -10.7% | +9.1% | -1.3% |
| YTD | +6.9% | +14.0% | -7.0% | +4.9% |
| 1Y | +23.0% | +32.5% | -9.6% | +19.3% |
| 3Y | +216.1% | +557.9% | -341.8% | +169.6% |
| 5Y | +112.2% | +441.0% | -328.8% | +80.8% |
| 10Y | +208.8% | +816.9% | -608.1% | +139.4% |
| All | -22.7% | +668.9% | -691.6% | -30.9% |
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