-37.5%
U vs AU
+356.0%
-393.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.9% |
| 7D | +4.5% | -0.3% | +4.7% | +4.5% |
| 30D | -0.6% | +12.8% | -13.4% | -3.4% |
| 3M | +48.4% | +28.5% | +20.0% | +39.8% |
| 6M | +115.4% | +4.8% | +110.5% | +109.8% |
| YTD | -3.2% | +31.0% | -34.2% | -10.2% |
| 1Y | -6.0% | +81.4% | -87.5% | -19.3% |
| 3Y | +13.5% | +618.4% | -605.0% | -31.0% |
| 5Y | -68.0% | +686.3% | -754.3% | -81.7% |
| All | -37.5% | +356.0% | -393.5% | -57.9% |
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