+143.0%
RF vs AU
+714.1%
-571.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | +1.8% |
| 7D | -0.1% | +20.8% | -20.9% | -1.1% |
| 30D | +7.0% | +5.5% | +1.5% | +6.7% |
| 3M | -7.0% | +3.9% | -10.9% | -7.4% |
| 6M | +6.8% | -5.4% | +12.2% | +6.6% |
| YTD | +9.9% | +20.7% | -10.8% | +7.9% |
| 1Y | +21.1% | +49.8% | -28.7% | +17.5% |
| 3Y | +119.6% | +565.6% | -446.0% | +94.1% |
| 5Y | +46.2% | +500.4% | -454.2% | +27.9% |
| 10Y | +261.5% | +795.4% | -533.9% | +194.9% |
| All | +143.0% | +714.1% | -571.1% | +108.6% |
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