+17.2%
O vs AU
+673.1%
-655.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -3.5% | -7.0% | +3.5% | -3.0% |
| 30D | -3.3% | +7.3% | -10.6% | -4.0% |
| 3M | -2.8% | +33.2% | -36.1% | -5.4% |
| 6M | -5.8% | -0.6% | -5.1% | -6.3% |
| YTD | +9.4% | +26.2% | -16.8% | +5.9% |
| 1Y | +5.7% | +68.3% | -62.6% | -0.9% |
| 3Y | +27.2% | +592.1% | -564.9% | +0.9% |
| 5Y | +17.2% | +685.3% | -668.1% | -9.6% |
| All | +17.2% | +673.1% | -655.9% | -9.6% |
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