+6,438.2%
EW vs AU
+595.0%
+5,843.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.3% |
| 7D | -0.3% | -3.6% | +3.3% | -0.1% |
| 30D | +1.0% | +23.9% | -22.8% | -0.4% |
| 3M | +2.8% | +19.1% | -16.3% | +1.4% |
| 6M | +5.5% | -0.2% | +5.6% | +4.9% |
| YTD | +5.5% | +32.5% | -27.0% | +2.9% |
| 1Y | +11.0% | +96.9% | -85.9% | +5.4% |
| 3Y | +17.7% | +614.7% | -597.0% | +2.0% |
| 5Y | -25.7% | +647.7% | -673.5% | -36.4% |
| 10Y | +132.8% | +679.2% | -546.4% | +93.3% |
| All | +6,438.2% | +595.0% | +5,843.2% | +4,935.6% |
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 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