+223.3%
TER vs AU
+707.7%
-484.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +12.4% | +0.6% | +11.7% | +12.1% |
| 30D | +5.1% | +12.3% | -7.2% | +2.1% |
| 3M | +4.0% | +29.4% | -25.4% | -2.8% |
| 6M | +29.5% | +3.2% | +26.3% | +26.8% |
| YTD | +98.5% | +31.8% | +66.7% | +87.1% |
| 1Y | +234.1% | +83.4% | +150.7% | +200.7% |
| 3Y | +289.0% | +623.1% | -334.1% | +174.3% |
| All | +223.3% | +707.7% | -484.4% | +113.4% |
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