+994.0%
D vs AU
+793.6%
+200.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +1.5% | -3.6% | +5.1% | +1.7% |
| 30D | -2.6% | +23.9% | -26.5% | -4.2% |
| 3M | 0.0% | +19.1% | -19.1% | -1.5% |
| 6M | +7.4% | -0.2% | +7.5% | +6.7% |
| YTD | +15.9% | +32.5% | -16.6% | +12.6% |
| 1Y | +18.1% | +96.9% | -78.8% | +11.2% |
| 3Y | +58.4% | +614.7% | -556.4% | +34.3% |
| 5Y | +5.2% | +647.7% | -642.5% | -12.1% |
| 10Y | +35.9% | +679.2% | -643.4% | +9.0% |
| All | +994.0% | +793.6% | +200.4% | +735.8% |
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