+155.6%
RF vs AU
+793.6%
-638.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.1% |
| 7D | +1.3% | -3.6% | +5.0% | +1.5% |
| 30D | -3.6% | +23.9% | -27.5% | -4.8% |
| 3M | +8.1% | +19.1% | -11.0% | +6.8% |
| 6M | +11.5% | -0.2% | +11.6% | +10.9% |
| YTD | +15.6% | +32.5% | -16.9% | +13.1% |
| 1Y | +15.7% | +96.9% | -81.3% | +10.6% |
| 3Y | +86.9% | +614.7% | -527.8% | +64.4% |
| 5Y | +89.8% | +647.7% | -557.9% | +64.1% |
| 10Y | +344.7% | +679.2% | -334.5% | +267.7% |
| All | +155.6% | +793.6% | -638.1% | +118.5% |
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