-68.9%
U vs AU
+673.1%
-742.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.1% |
| 7D | 0.0% | -7.0% | +7.0% | +1.6% |
| 30D | -4.1% | +7.3% | -11.4% | -6.0% |
| 3M | +57.8% | +33.2% | +24.6% | +46.7% |
| 6M | +103.5% | -0.6% | +104.2% | +100.1% |
| YTD | -4.8% | +26.2% | -30.9% | -11.5% |
| 1Y | -2.4% | +68.3% | -70.7% | -15.8% |
| 3Y | +11.7% | +592.1% | -580.5% | -35.4% |
| 5Y | -68.9% | +685.3% | -754.1% | -82.8% |
| All | -68.9% | +673.1% | -742.0% | -82.8% |
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