-10.4%
DOW vs AU
+861.8%
-872.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.5% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +2.0% | +12.8% | -10.8% | +1.2% |
| 3M | -12.5% | +28.5% | -41.0% | -13.9% |
| 6M | -9.2% | +4.8% | -14.0% | -9.9% |
| YTD | +30.8% | +31.0% | -0.2% | +27.3% |
| 1Y | +29.4% | +81.4% | -52.0% | +22.7% |
| 3Y | -34.6% | +618.4% | -653.0% | -45.0% |
| 5Y | -35.9% | +686.3% | -722.3% | -47.1% |
| All | -10.4% | +861.8% | -872.3% | -18.7% |
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