+91.1%
NDAQ vs AU
+604.2%
-513.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -1.5% | +12.3% | -13.8% | -1.9% |
| 3M | +8.0% | +29.4% | -21.3% | +6.9% |
| 6M | +7.7% | +3.2% | +4.5% | +7.2% |
| YTD | -2.3% | +31.8% | -34.1% | -4.1% |
| 1Y | +0.6% | +83.4% | -82.8% | -3.0% |
| All | +91.1% | +604.2% | -513.0% | +67.9% |
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