+485.4%
P vs AU
+1,383.5%
-898.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +6.5% | -3.6% | +10.2% | +6.9% |
| 30D | +18.8% | +23.9% | -5.0% | +16.4% |
| 3M | +26.7% | +19.1% | +7.7% | +24.4% |
| 6M | +62.2% | -0.2% | +62.3% | +60.9% |
| YTD | +48.5% | +32.5% | +16.0% | +44.0% |
| 1Y | +26.4% | +96.9% | -70.5% | +18.9% |
| 3Y | +159.4% | +614.7% | -455.3% | +120.0% |
| 5Y | +275.8% | +647.7% | -371.9% | +213.9% |
| 10Y | +732.0% | +679.2% | +52.8% | +608.9% |
| All | +485.4% | +1,383.5% | -898.2% | +364.8% |
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