-61.8%
W vs AU
+707.7%
-769.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | -3.0% | +12.3% | -15.3% | -5.8% |
| 3M | +40.3% | +29.4% | +11.0% | +31.4% |
| 6M | +32.2% | +3.2% | +29.0% | +29.3% |
| YTD | -0.3% | +31.8% | -32.1% | -8.6% |
| 1Y | +16.2% | +83.4% | -67.2% | -1.3% |
| 3Y | +40.7% | +623.1% | -582.4% | -21.5% |
| All | -61.8% | +707.7% | -769.5% | -76.3% |
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