+394.0%
CAH vs AU
+686.2%
-292.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -5.1% | -4.3% | -0.8% | -4.9% |
| 30D | +0.2% | +7.3% | -7.1% | -0.2% |
| 3M | +6.3% | +26.3% | -20.0% | +4.8% |
| 6M | +9.4% | +1.8% | +7.6% | +8.8% |
| YTD | +15.0% | +26.8% | -11.9% | +12.7% |
| 1Y | +55.4% | +66.7% | -11.2% | +49.6% |
| 3Y | +173.8% | +579.1% | -405.2% | +138.9% |
| All | +394.0% | +686.2% | -292.3% | +345.3% |
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