+35.5%
D vs AU
+694.8%
-659.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | -1.6% | -7.0% | +5.4% | -1.2% |
| 30D | -3.5% | +7.3% | -10.8% | -4.1% |
| 3M | -1.6% | +33.2% | -34.8% | -3.7% |
| 6M | +5.8% | -0.6% | +6.4% | +5.2% |
| YTD | +14.5% | +26.2% | -11.7% | +11.7% |
| 1Y | +14.2% | +68.3% | -54.1% | +8.8% |
| 3Y | +59.0% | +592.1% | -533.1% | +35.5% |
| 5Y | +5.4% | +685.3% | -679.9% | -11.3% |
| All | +35.5% | +694.8% | -659.3% | +17.6% |
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