-15.7%
F vs AU
+466.3%
-482.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.2% |
| 7D | +1.6% | +16.5% | -15.0% | 0.0% |
| 30D | +2.6% | +3.3% | -0.6% | +2.2% |
| 3M | -8.8% | +6.8% | -15.6% | -9.7% |
| 6M | +4.6% | -3.9% | +8.6% | +4.4% |
| YTD | -1.9% | +12.9% | -14.8% | -3.8% |
| 1Y | -0.8% | +43.5% | -44.2% | -4.6% |
| 3Y | +43.5% | +445.5% | -402.1% | +18.2% |
| All | -15.7% | +466.3% | -482.0% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling