+13.1%
AU vs COMP
+8.9%
+4.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.7% |
| 7D | +4.7% | +2.2% | +2.5% | +3.9% |
| 30D | -1.5% | +16.3% | -17.9% | -5.5% |
| 3M | -5.0% | -19.1% | +14.2% | -1.1% |
| 6M | -13.5% | +17.1% | -30.6% | -18.7% |
| YTD | +11.7% | -2.9% | +14.7% | +1.0% |
| All | +13.1% | +8.9% | +4.2% | -1.8% |
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