+44.6%
AU vs AS
+3.3%
+41.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.1% | +2.9% | +5.2% |
| 7D | +0.8% | +13.8% | -13.0% | -6.0% |
| 30D | -7.0% | +16.7% | -23.6% | -14.4% |
| 3M | +8.5% | -11.5% | +20.1% | +16.2% |
| 6M | -1.3% | -5.5% | +4.2% | +0.7% |
| YTD | +6.8% | -14.2% | +21.0% | +10.9% |
| 1Y | +44.6% | +2.1% | +42.5% | +37.7% |
| All | +44.6% | +3.3% | +41.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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