+50.3%
NDAQ vs AU
+673.1%
-622.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -2.1% |
| 7D | -6.8% | -7.0% | +0.2% | -6.4% |
| 30D | -3.2% | +7.3% | -10.4% | -3.6% |
| 3M | +6.5% | +33.2% | -26.7% | +4.7% |
| 6M | +5.7% | -0.6% | +6.4% | +5.3% |
| YTD | -4.6% | +26.2% | -30.8% | -6.7% |
| 1Y | -1.6% | +68.3% | -69.8% | -5.8% |
| 3Y | +86.4% | +592.1% | -505.7% | +57.9% |
| 5Y | +50.3% | +685.3% | -634.9% | +23.4% |
| All | +50.3% | +673.1% | -622.8% | +23.4% |
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