+7.4%
O vs AU
+381.3%
-374.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.4% | -7.2% | +6.8% | +0.2% |
| 30D | +7.1% | -2.9% | +10.0% | +7.2% |
| 3M | -5.2% | -8.7% | +3.4% | -4.9% |
| 6M | -1.8% | -14.1% | +12.4% | -1.2% |
| YTD | +9.1% | +4.8% | +4.3% | +7.0% |
| 1Y | +9.7% | +11.9% | -2.2% | +6.8% |
| 3Y | +39.1% | +513.8% | -474.7% | +11.5% |
| All | +7.4% | +381.3% | -374.0% | -15.8% |
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