+66.7%
AU vs A
+18.0%
+48.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.4% |
| 7D | -4.3% | -2.6% | -1.7% | -3.4% |
| 30D | +7.3% | -0.9% | +8.2% | +7.9% |
| 3M | +26.3% | +13.6% | +12.7% | +22.3% |
| 6M | +1.8% | +27.8% | -26.1% | -5.0% |
| YTD | +26.8% | +8.6% | +18.2% | +22.6% |
| 1Y | +66.7% | +16.9% | +49.8% | +59.3% |
| All | +66.7% | +18.0% | +48.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling