+68.3%
AU vs M
+25.2%
+43.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -3.4% |
| 7D | -7.0% | -8.8% | +1.8% | -5.4% |
| 30D | +7.3% | -16.4% | +23.7% | +10.8% |
| 3M | +33.2% | -10.8% | +44.0% | +35.1% |
| 6M | -0.6% | +16.1% | -16.7% | -3.6% |
| YTD | +26.2% | -5.3% | +31.4% | +24.4% |
| 1Y | +68.3% | +24.9% | +43.4% | +55.0% |
| All | +68.3% | +25.2% | +43.1% | +55.0% |
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