+32.5%
AU vs AS
+6.1%
+26.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -4.5% |
| 7D | +15.3% | +4.5% | +10.8% | +12.7% |
| 30D | -0.3% | +13.2% | -13.5% | -6.8% |
| 3M | -2.9% | -11.9% | +9.0% | +4.3% |
| 6M | -10.7% | -11.6% | +0.9% | -4.8% |
| YTD | +14.0% | -14.7% | +28.7% | +18.5% |
| 1Y | +32.5% | +5.7% | +26.8% | +21.8% |
| All | +32.5% | +6.1% | +26.5% | +21.8% |
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