+44.6%
AU vs M
+36.6%
+8.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.6% | +0.4% | +6.4% |
| 7D | +0.8% | +8.3% | -7.5% | -0.7% |
| 30D | -7.0% | +14.2% | -21.1% | -9.3% |
| 3M | +8.5% | -1.1% | +9.6% | +8.6% |
| 6M | -1.3% | +36.6% | -37.9% | -7.6% |
| YTD | +6.8% | +19.8% | -13.0% | +0.4% |
| 1Y | +44.6% | +37.2% | +7.4% | +28.6% |
| All | +44.6% | +36.6% | +8.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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