+6,828.6%
FIX vs AU
+668.9%
+6,159.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.2% |
| 7D | -13.9% | +15.3% | -29.2% | -15.1% |
| 30D | -35.5% | -0.3% | -35.2% | -35.6% |
| 3M | -33.9% | -2.9% | -31.0% | -33.9% |
| 6M | -43.3% | -10.7% | -32.6% | -43.0% |
| YTD | +18.7% | +14.0% | +4.7% | +16.6% |
| 1Y | +13.8% | +32.5% | -18.8% | +10.5% |
| 3Y | +495.0% | +557.9% | -63.0% | +405.2% |
| 5Y | +1,049.0% | +441.0% | +608.0% | +873.2% |
| 10Y | +3,644.4% | +816.9% | +2,827.5% | +2,793.3% |
| All | +6,828.6% | +668.9% | +6,159.7% | +5,996.6% |
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