+2,507.7%
O vs AU
+789.2%
+1,718.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -2.4% | +12.3% | -14.8% | -3.7% |
| 3M | -0.6% | +29.4% | -29.9% | -3.5% |
| 6M | -5.0% | +3.2% | -8.2% | -6.2% |
| YTD | +10.4% | +31.8% | -21.4% | +5.9% |
| 1Y | +6.6% | +83.4% | -76.8% | -1.6% |
| 3Y | +28.4% | +623.1% | -594.7% | +0.9% |
| 5Y | +15.3% | +700.5% | -685.2% | -12.0% |
| 10Y | +55.3% | +717.6% | -662.3% | +11.3% |
| All | +2,507.7% | +789.2% | +1,718.5% | +1,652.1% |
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