-35.7%
U vs AU
+341.6%
-377.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +5.5% | -4.3% | +9.8% | +6.5% |
| 30D | -1.3% | +7.3% | -8.6% | -3.1% |
| 3M | +64.6% | +26.3% | +38.3% | +55.5% |
| 6M | +119.4% | +1.8% | +117.6% | +114.9% |
| YTD | -0.5% | +26.8% | -27.3% | -7.1% |
| 1Y | +1.3% | +66.7% | -65.4% | -11.4% |
| 3Y | +15.6% | +579.1% | -563.4% | -28.9% |
| 5Y | -67.5% | +689.3% | -756.8% | -81.3% |
| All | -35.7% | +341.6% | -377.3% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling