+12.8%
F vs AU
+661.9%
-649.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.2% |
| 7D | +1.6% | +16.5% | -15.0% | +0.2% |
| 30D | +2.6% | +3.3% | -0.6% | +2.3% |
| 3M | -8.8% | +6.8% | -15.6% | -9.6% |
| 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% | -4.8% |
| 3Y | +43.5% | +445.5% | -402.1% | +20.7% |
| 5Y | -12.1% | +469.0% | -481.0% | -27.7% |
| 10Y | +83.6% | +698.3% | -614.7% | +39.0% |
| All | +12.8% | +661.9% | -649.1% | -11.4% |
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