+601.2%
AU vs M
+115.8%
+485.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.8% |
| 7D | -0.3% | +2.4% | -2.6% | -0.6% |
| 30D | +12.8% | -11.6% | +24.4% | +14.4% |
| 3M | +28.5% | +1.6% | +26.8% | +27.8% |
| 6M | +4.8% | +25.2% | -20.4% | +1.8% |
| YTD | +31.0% | +3.8% | +27.2% | +29.4% |
| 1Y | +81.4% | +36.3% | +45.1% | +73.6% |
| All | +601.2% | +115.8% | +485.5% | +495.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling