+363.0%
NDAQ vs AU
+699.0%
-335.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -5.6% | -4.3% | -1.3% | -5.3% |
| 30D | -4.4% | +7.3% | -11.7% | -4.8% |
| 3M | +5.9% | +26.3% | -20.5% | +4.3% |
| 6M | +7.7% | +1.8% | +6.0% | +7.1% |
| YTD | -5.2% | +26.8% | -32.0% | -7.3% |
| 1Y | -3.4% | +66.7% | -70.1% | -7.3% |
| 3Y | +85.6% | +579.1% | -493.4% | +60.3% |
| 5Y | +49.5% | +689.3% | -639.8% | +26.0% |
| All | +363.0% | +699.0% | -335.9% | +311.7% |
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 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