+137.8%
RF vs AU
+661.9%
-524.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -0.6% |
| 7D | -0.9% | +16.5% | -17.5% | -1.7% |
| 30D | +6.0% | +3.3% | +2.8% | +5.8% |
| 3M | -8.9% | +6.8% | -15.7% | -9.4% |
| 6M | +2.3% | -3.9% | +6.3% | +2.1% |
| YTD | +7.6% | +12.9% | -5.4% | +6.0% |
| 1Y | +21.2% | +43.5% | -22.3% | +17.8% |
| 3Y | +108.5% | +445.5% | -337.0% | +86.2% |
| 5Y | +43.2% | +469.0% | -425.7% | +25.6% |
| 10Y | +288.1% | +698.3% | -410.3% | +218.9% |
| All | +137.8% | +661.9% | -524.0% | +104.9% |
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