+1,032.3%
SPY vs AU
+607.0%
+425.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +2.6% | -7.2% | +9.8% | +3.1% |
| 30D | -2.0% | -2.9% | +0.9% | -1.9% |
| 3M | -2.8% | -8.7% | +5.9% | -2.4% |
| 6M | +2.1% | -14.1% | +16.3% | +2.7% |
| YTD | +11.5% | +4.8% | +6.7% | +9.9% |
| 1Y | +13.5% | +11.9% | +1.6% | +11.3% |
| 3Y | +77.7% | +513.8% | -436.1% | +51.1% |
| 5Y | +72.6% | +379.3% | -306.7% | +47.2% |
| 10Y | +308.2% | +837.1% | -528.9% | +216.4% |
| All | +1,032.3% | +607.0% | +425.4% | +780.6% |
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