+554.4%
AU vs M
+159.6%
+394.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +4.7% | -3.3% | +8.0% | +5.0% |
| 30D | -1.5% | +8.1% | -9.6% | -2.6% |
| 3M | -5.0% | +2.2% | -7.2% | -5.5% |
| 6M | -13.5% | +35.1% | -48.6% | -16.9% |
| YTD | +11.7% | +15.8% | -4.1% | +8.7% |
| 1Y | +21.3% | +25.8% | -4.5% | +16.9% |
| All | +554.4% | +159.6% | +394.9% | +487.6% |
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 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