+34.3%
IR vs AU
+673.1%
-638.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | -3.1% | -7.0% | +3.9% | -2.5% |
| 30D | -14.0% | +7.3% | -21.3% | -14.7% |
| 3M | +3.7% | +33.2% | -29.5% | +0.8% |
| 6M | -15.4% | -0.6% | -14.8% | -16.0% |
| YTD | -7.7% | +26.2% | -33.8% | -9.9% |
| 1Y | -8.8% | +68.3% | -77.1% | -12.7% |
| 3Y | +5.6% | +592.1% | -586.5% | -10.5% |
| 5Y | +34.3% | +685.3% | -650.9% | +8.5% |
| All | +34.3% | +673.1% | -638.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling