+3,198.5%
LOW vs AU
+789.2%
+2,409.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.6% | +0.6% | -1.3% | -0.7% |
| 30D | -9.3% | +12.3% | -21.6% | -9.8% |
| 3M | -8.1% | +29.4% | -37.4% | -9.3% |
| 6M | -19.8% | +3.2% | -23.0% | -20.2% |
| YTD | -16.4% | +31.8% | -48.2% | -17.9% |
| 1Y | -24.7% | +83.4% | -108.1% | -27.3% |
| 3Y | -8.8% | +623.1% | -631.9% | -18.2% |
| 5Y | +7.8% | +700.5% | -692.7% | -4.6% |
| 10Y | +233.8% | +717.6% | -483.7% | +190.4% |
| All | +3,198.5% | +789.2% | +2,409.3% | +2,975.4% |
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 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