+32.6%
NET vs AU
+437.3%
-404.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -3.9% |
| 7D | -16.4% | +0.8% | -17.1% | -16.5% |
| 30D | -25.8% | -7.0% | -18.9% | -25.0% |
| 3M | -11.5% | +8.5% | -20.1% | -13.5% |
| 6M | +18.9% | -1.3% | +20.2% | +17.0% |
| YTD | +35.2% | +6.8% | +28.5% | +27.6% |
| 1Y | +14.5% | +44.6% | -30.2% | +0.4% |
| 3Y | +313.8% | +414.1% | -100.3% | +146.6% |
| 5Y | +32.6% | +447.2% | -414.6% | -24.7% |
| All | +32.6% | +437.3% | -404.8% | -24.7% |
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