+2,281.8%
NDAQ vs AU
+491.6%
+1,790.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +0.5% | +12.8% | -12.3% | -1.1% |
| 3M | +9.9% | +28.5% | -18.5% | +6.3% |
| 6M | +8.2% | +4.8% | +3.4% | +6.4% |
| YTD | -1.5% | +31.0% | -32.4% | -6.2% |
| 1Y | +1.3% | +81.4% | -80.1% | -7.7% |
| 3Y | +92.6% | +618.4% | -525.8% | +44.0% |
| 5Y | +53.8% | +686.3% | -632.5% | +10.7% |
| 10Y | +376.0% | +664.5% | -288.6% | +217.9% |
| All | +2,281.8% | +491.6% | +1,790.1% | +1,329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling