+81.4%
AU vs COMP
+11.9%
+69.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.5% |
| 7D | -0.3% | +4.1% | -4.3% | -1.1% |
| 30D | +12.8% | -14.5% | +27.3% | +15.9% |
| 3M | +28.5% | +41.8% | -13.4% | +19.0% |
| 6M | +4.8% | +23.6% | -18.7% | -3.4% |
| YTD | +31.0% | +1.7% | +29.3% | +21.0% |
| 1Y | +81.4% | +12.6% | +68.9% | +69.2% |
| All | +81.4% | +11.9% | +69.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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