+116.8%
NDAQ vs AU
+507.6%
-390.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +1.3% | -7.2% | +8.5% | +1.5% |
| 30D | +18.0% | -2.9% | +20.8% | +18.0% |
| 3M | +11.5% | -8.7% | +20.2% | +11.8% |
| 6M | +21.1% | -14.1% | +35.2% | +21.5% |
| YTD | +12.8% | +4.8% | +8.0% | +11.6% |
| 1Y | +25.7% | +11.9% | +13.8% | +23.9% |
| 3Y | +116.8% | +513.8% | -397.0% | +87.0% |
| All | +116.8% | +507.6% | -390.8% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling