+256.3%
P vs AU
+505.1%
-248.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.9% | -0.6% | +5.3% |
| 7D | -9.6% | +20.8% | -30.4% | -12.0% |
| 30D | -33.4% | +5.5% | -39.0% | -34.0% |
| 3M | +14.2% | +3.9% | +10.3% | +13.0% |
| 6M | +31.6% | -5.4% | +37.0% | +31.2% |
| YTD | +53.5% | +20.7% | +32.8% | +47.5% |
| 1Y | +14.2% | +49.8% | -35.6% | +7.0% |
| 3Y | +190.5% | +565.6% | -375.1% | +123.8% |
| 5Y | +256.3% | +500.4% | -244.0% | +174.1% |
| All | +256.3% | +505.1% | -248.8% | +174.1% |
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 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