+2,485.0%
TER vs AU
+607.0%
+1,878.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.2% |
| 7D | +14.4% | -7.2% | +21.6% | +15.6% |
| 30D | -30.6% | -2.9% | -27.7% | -30.3% |
| 3M | -39.2% | -8.7% | -30.5% | -38.5% |
| 6M | -31.3% | -14.1% | -17.1% | -30.1% |
| YTD | +29.1% | +4.8% | +24.3% | +28.1% |
| 1Y | +47.4% | +11.9% | +35.5% | +45.1% |
| 3Y | +191.2% | +513.8% | -322.6% | +126.8% |
| 5Y | +74.0% | +379.3% | -305.3% | +36.4% |
| 10Y | +1,005.1% | +837.1% | +168.0% | +646.9% |
| All | +2,485.0% | +607.0% | +1,878.0% | +1,640.7% |
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