+6,274.6%
FIX vs AU
+661.9%
+5,612.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.0% | +0.4% | +5.0% |
| 7D | -17.5% | +16.5% | -34.0% | -18.7% |
| 30D | -41.6% | +3.3% | -44.8% | -41.8% |
| 3M | -40.6% | +6.8% | -47.4% | -41.1% |
| 6M | -49.4% | -3.9% | -45.4% | -49.5% |
| YTD | +9.2% | +12.9% | -3.8% | +7.4% |
| 1Y | +6.5% | +43.5% | -37.0% | +2.7% |
| 3Y | +448.7% | +445.5% | +3.2% | +372.0% |
| 5Y | +948.7% | +469.0% | +479.8% | +784.9% |
| 10Y | +3,659.7% | +698.3% | +2,961.4% | +2,839.9% |
| All | +6,274.6% | +661.9% | +5,612.7% | +5,512.7% |
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