+268.9%
P vs AU
+688.4%
-419.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.7% | -4.1% |
| 7D | +5.0% | +0.6% | +4.4% | +4.9% |
| 30D | -0.9% | +12.3% | -13.2% | -2.8% |
| 3M | +38.7% | +29.4% | +9.3% | +33.0% |
| 6M | +54.4% | +3.2% | +51.2% | +51.7% |
| YTD | +44.8% | +31.8% | +13.0% | +37.9% |
| 1Y | +22.5% | +83.4% | -60.9% | +12.2% |
| 3Y | +148.2% | +623.1% | -474.9% | +89.3% |
| 5Y | +268.9% | +700.5% | -431.6% | +172.6% |
| All | +268.9% | +688.4% | -419.5% | +172.6% |
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