-12.1%
DOW vs AU
+831.4%
-843.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -1.4% | -4.3% | +2.9% | -1.2% |
| 30D | -3.9% | +7.3% | -11.2% | -4.4% |
| 3M | -12.7% | +26.3% | -39.0% | -13.9% |
| 6M | -13.7% | +1.8% | -15.5% | -14.3% |
| YTD | +28.4% | +26.8% | +1.6% | +25.1% |
| 1Y | +21.8% | +66.7% | -44.9% | +16.1% |
| 3Y | -35.7% | +579.1% | -614.8% | -45.8% |
| 5Y | -36.8% | +689.3% | -726.2% | -47.8% |
| All | -12.1% | +831.4% | -843.5% | -20.1% |
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