+1,046.9%
SPY vs AU
+783.5%
+263.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -0.9% | +12.8% | -13.7% | -1.9% |
| 3M | +3.9% | +28.5% | -24.6% | +1.7% |
| 6M | +14.5% | +4.8% | +9.7% | +13.4% |
| YTD | +12.9% | +31.0% | -18.0% | +9.7% |
| 1Y | +19.4% | +81.4% | -62.1% | +12.8% |
| 3Y | +78.5% | +618.4% | -540.0% | +49.9% |
| 5Y | +81.8% | +686.3% | -604.6% | +49.6% |
| 10Y | +311.5% | +664.5% | -353.0% | +224.9% |
| All | +1,046.9% | +783.5% | +263.4% | +778.6% |
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