+341.1%
RF vs AU
+679.0%
-337.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.2% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | -3.4% | +12.8% | -16.1% | -3.2% |
| 3M | +6.4% | +28.5% | -22.1% | +6.6% |
| 6M | +13.4% | +4.8% | +8.6% | +13.5% |
| YTD | +14.2% | +31.0% | -16.7% | +14.7% |
| 1Y | +15.7% | +81.4% | -65.7% | +16.8% |
| 3Y | +91.3% | +618.4% | -527.1% | +97.4% |
| 5Y | +89.8% | +686.3% | -596.6% | +95.9% |
| All | +341.1% | +679.0% | -337.9% | +403.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling