+3,598.4%
TER vs AU
+793.6%
+2,804.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +5.8% |
| 7D | +0.6% | -3.6% | +4.3% | +1.1% |
| 30D | -8.3% | +23.9% | -32.2% | -11.2% |
| 3M | -12.2% | +19.1% | -31.3% | -14.6% |
| 6M | +17.1% | -0.2% | +17.2% | +16.6% |
| YTD | +84.7% | +32.5% | +52.2% | +77.4% |
| 1Y | +199.9% | +96.9% | +103.0% | +173.8% |
| 3Y | +232.8% | +614.7% | -382.0% | +152.3% |
| 5Y | +198.6% | +647.7% | -449.1% | +120.6% |
| 10Y | +1,669.7% | +679.2% | +990.5% | +1,116.9% |
| All | +3,598.4% | +793.6% | +2,804.8% | +2,310.7% |
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