+155.2%
W vs AU
+699.0%
-543.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.9% | -4.3% | +3.4% | 0.0% |
| 30D | -4.2% | +7.3% | -11.6% | -5.7% |
| 3M | +26.9% | +26.3% | +0.6% | +20.5% |
| 6M | +31.2% | +1.8% | +29.5% | +29.5% |
| YTD | -1.8% | +26.8% | -28.6% | -7.9% |
| 1Y | +9.3% | +66.7% | -57.4% | -2.9% |
| 3Y | +33.2% | +579.1% | -545.9% | -13.6% |
| 5Y | -62.4% | +689.3% | -751.7% | -76.7% |
| All | +155.2% | +699.0% | -543.7% | +77.4% |
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