+46.5%
F vs AU
+676.5%
-630.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.1% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | +1.2% | +12.8% | -11.5% | 0.0% |
| 3M | -5.7% | +28.5% | -34.1% | -8.2% |
| 6M | +17.9% | +4.8% | +13.1% | +16.6% |
| YTD | +10.4% | +31.0% | -20.5% | +7.1% |
| 1Y | +25.3% | +81.4% | -56.1% | +18.2% |
| 3Y | +37.5% | +618.4% | -581.0% | +11.9% |
| 5Y | +46.5% | +686.3% | -639.8% | +19.2% |
| All | +46.5% | +676.5% | -630.0% | +19.2% |
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