+2,476.7%
O vs AU
+607.0%
+1,869.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.4% | -7.2% | +6.8% | +0.3% |
| 30D | +7.1% | -2.9% | +10.0% | +7.2% |
| 3M | -5.2% | -8.7% | +3.4% | -4.8% |
| 6M | -1.8% | -14.1% | +12.4% | -1.1% |
| YTD | +9.1% | +4.8% | +4.3% | +6.7% |
| 1Y | +9.7% | +11.9% | -2.2% | +6.5% |
| 3Y | +39.1% | +513.8% | -474.7% | +11.1% |
| 5Y | +8.4% | +379.3% | -370.9% | -13.1% |
| 10Y | +80.2% | +837.1% | -756.9% | +26.8% |
| All | +2,476.7% | +607.0% | +1,869.7% | +1,666.2% |
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