+165.0%
W vs AU
+993.9%
-828.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | -6.2% | +12.8% | -19.0% | -8.0% |
| 3M | +48.9% | +28.5% | +20.4% | +42.8% |
| 6M | +31.2% | +4.8% | +26.4% | +29.3% |
| YTD | -0.4% | +31.0% | -31.4% | -5.6% |
| 1Y | +14.8% | +81.4% | -66.6% | +3.9% |
| 3Y | +40.5% | +618.4% | -577.9% | +1.7% |
| 5Y | -62.1% | +686.3% | -748.4% | -73.2% |
| 10Y | +141.5% | +664.5% | -523.0% | +77.2% |
| All | +165.0% | +993.9% | -828.9% | +108.0% |
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