-34.4%
DOW vs AU
+574.0%
-608.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.9% |
| 7D | -2.4% | -7.0% | +4.6% | -2.2% |
| 30D | -4.1% | +7.3% | -11.4% | -4.3% |
| 3M | -12.4% | +33.2% | -45.6% | -13.2% |
| 6M | -10.6% | -0.6% | -10.0% | -10.6% |
| YTD | +31.1% | +26.2% | +4.9% | +28.3% |
| 1Y | +30.5% | +68.3% | -37.7% | +24.8% |
| All | -34.4% | +574.0% | -608.3% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling