+3,553.2%
FIX vs AU
+818.2%
+2,735.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +9.4% | -7.2% | +16.6% | +10.1% |
| 30D | -27.8% | -2.9% | -24.9% | -27.6% |
| 3M | -35.6% | -8.7% | -26.9% | -35.2% |
| 6M | -45.2% | -14.1% | -31.1% | -44.8% |
| YTD | +19.5% | +4.8% | +14.7% | +18.8% |
| 1Y | +24.2% | +11.9% | +12.4% | +23.1% |
| 3Y | +494.2% | +513.8% | -19.6% | +450.3% |
| 5Y | +1,036.1% | +379.3% | +656.9% | +946.4% |
| All | +3,553.2% | +818.2% | +2,735.0% | +3,386.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling