+433.8%
MAR vs AU
+699.0%
-265.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -0.5% | -4.3% | +3.7% | -0.4% |
| 30D | -5.4% | +7.3% | -12.7% | -5.6% |
| 3M | -15.5% | +26.3% | -41.8% | -16.1% |
| 6M | +3.0% | +1.8% | +1.2% | +2.6% |
| YTD | +8.5% | +26.8% | -18.3% | +7.5% |
| 1Y | +26.0% | +66.7% | -40.7% | +24.0% |
| 3Y | +68.6% | +579.1% | -510.5% | +59.7% |
| 5Y | +157.4% | +689.3% | -532.0% | +142.3% |
| All | +433.8% | +699.0% | -265.1% | +422.0% |
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