+422.2%
AU vs AS
+125.3%
+296.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -1.9% | -4.2% |
| 7D | -1.1% | -3.6% | +2.5% | -0.2% |
| 30D | -4.4% | +3.4% | -7.8% | -4.9% |
| 3M | -10.0% | -8.6% | -1.4% | -8.5% |
| 6M | -14.5% | -10.0% | -4.4% | -12.8% |
| YTD | +6.4% | -19.2% | +25.6% | +9.8% |
| 1Y | +7.7% | -3.8% | +11.5% | +9.3% |
| All | +422.2% | +125.3% | +296.9% | +354.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling