-22.3%
RMD vs AU
+673.1%
-695.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.3% |
| 7D | -4.2% | -7.0% | +2.8% | -3.5% |
| 30D | -2.1% | +7.3% | -9.3% | -2.8% |
| 3M | +13.8% | +33.2% | -19.5% | +10.0% |
| 6M | -10.6% | -0.6% | -10.0% | -11.3% |
| YTD | -8.1% | +26.2% | -34.2% | -11.6% |
| 1Y | -18.0% | +68.3% | -86.2% | -24.0% |
| 3Y | +52.9% | +592.1% | -539.3% | +15.5% |
| 5Y | -22.3% | +685.3% | -707.5% | -44.6% |
| All | -22.3% | +673.1% | -695.4% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling