+6,034.5%
FIX vs AU
+684.1%
+5,350.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -2.1% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | -3.5% | +12.3% | -15.8% | -4.5% |
| 3M | -11.8% | +29.4% | -41.1% | -13.7% |
| 6M | +17.8% | +3.2% | +14.6% | +16.7% |
| YTD | +73.3% | +31.8% | +41.5% | +69.5% |
| 1Y | +128.1% | +83.4% | +44.7% | +120.1% |
| 3Y | +772.7% | +623.1% | +149.6% | +700.4% |
| 5Y | +2,166.4% | +700.5% | +1,465.9% | +1,970.0% |
| 10Y | +6,034.5% | +717.6% | +5,316.9% | +5,636.4% |
| All | +6,034.5% | +684.1% | +5,350.4% | +5,636.4% |
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 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