+11.9%
AU vs M
+24.3%
-12.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.8% |
| 7D | -7.2% | +7.0% | -14.2% | -8.3% |
| 30D | -2.9% | +8.9% | -11.8% | -4.4% |
| 3M | -8.7% | +4.5% | -13.2% | -9.7% |
| 6M | -14.1% | +36.2% | -50.3% | -18.5% |
| YTD | +4.8% | +15.1% | -10.3% | -0.8% |
| 1Y | +11.9% | +27.4% | -15.6% | +0.3% |
| All | +11.9% | +24.3% | -12.4% | +0.3% |
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