+66.2%
NDAQ vs AU
+381.3%
-315.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +1.3% | -7.2% | +8.5% | +1.7% |
| 30D | +18.0% | -2.9% | +20.8% | +18.0% |
| 3M | +11.5% | -8.7% | +20.2% | +11.9% |
| 6M | +21.1% | -14.1% | +35.2% | +21.6% |
| YTD | +12.8% | +4.8% | +8.0% | +11.2% |
| 1Y | +25.7% | +11.9% | +13.8% | +23.3% |
| 3Y | +116.8% | +513.8% | -397.0% | +83.3% |
| All | +66.2% | +381.3% | -315.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling