+83.0%
PL vs AU
+487.7%
-404.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.7% |
| 7D | -9.3% | -3.6% | -5.7% | -8.5% |
| 30D | -18.9% | +23.9% | -42.8% | -23.8% |
| 3M | -58.4% | +19.1% | -77.5% | -60.4% |
| 6M | -30.3% | -0.2% | -30.1% | -31.3% |
| YTD | -8.1% | +32.5% | -40.6% | -15.6% |
| 1Y | +180.5% | +96.9% | +83.6% | +135.3% |
| 3Y | +444.1% | +614.7% | -170.6% | +240.0% |
| 5Y | +83.0% | +647.7% | -564.7% | +11.7% |
| All | +83.0% | +487.7% | -404.7% | +10.6% |
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 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