+82.0%
SPY vs AU
+673.1%
-591.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -2.0% | -7.0% | +5.0% | -1.4% |
| 30D | -1.7% | +7.3% | -8.9% | -2.3% |
| 3M | +4.7% | +33.2% | -28.5% | +2.0% |
| 6M | +12.5% | -0.6% | +13.1% | +11.7% |
| YTD | +11.7% | +26.2% | -14.4% | +8.6% |
| 1Y | +17.5% | +68.3% | -50.8% | +11.4% |
| 3Y | +76.6% | +592.1% | -515.6% | +45.9% |
| 5Y | +82.0% | +685.3% | -603.2% | +47.4% |
| All | +82.0% | +673.1% | -591.1% | +47.4% |
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