+605.8%
AU vs A
+29.6%
+576.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.0% |
| 7D | +0.6% | -4.4% | +5.0% | +1.8% |
| 30D | +12.3% | -2.7% | +15.0% | +13.3% |
| 3M | +29.4% | +7.0% | +22.3% | +27.5% |
| 6M | +3.2% | +24.6% | -21.4% | -2.2% |
| YTD | +31.8% | +7.0% | +24.8% | +28.9% |
| 1Y | +83.4% | +15.6% | +67.8% | +76.5% |
| All | +605.8% | +29.6% | +576.2% | +492.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling