+97.2%
NI vs AU
+686.2%
-589.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | 0.0% | -4.3% | +4.3% | +0.4% |
| 30D | -1.4% | +7.3% | -8.7% | -2.1% |
| 3M | -10.6% | +26.3% | -36.9% | -12.7% |
| 6M | -9.3% | +1.8% | -11.1% | -10.2% |
| YTD | +1.1% | +26.8% | -25.7% | -2.4% |
| 1Y | +3.4% | +66.7% | -63.3% | -3.3% |
| 3Y | +67.9% | +579.1% | -511.2% | +31.8% |
| All | +97.2% | +686.2% | -589.1% | +48.4% |
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