-73.3%
U vs AU
+381.3%
-454.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.6% |
| 7D | +2.6% | -7.2% | +9.8% | +4.2% |
| 30D | +27.6% | -2.9% | +30.4% | +28.2% |
| 3M | +15.3% | -8.7% | +24.0% | +17.0% |
| 6M | +96.4% | -14.1% | +110.5% | +100.5% |
| YTD | +19.6% | +4.8% | +14.8% | +15.5% |
| 1Y | +42.1% | +11.9% | +30.2% | +35.1% |
| 3Y | +87.5% | +513.8% | -426.3% | +10.7% |
| All | -73.3% | +381.3% | -454.6% | -85.7% |
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 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