+96.9%
AU vs MKTX
-8.5%
+105.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | +23.9% | +1.1% | +22.8% | +23.7% |
| 3M | +19.1% | +36.1% | -17.0% | +14.7% |
| 6M | -0.2% | -12.9% | +12.7% | -4.0% |
| YTD | +32.5% | -8.5% | +41.0% | +27.6% |
| 1Y | +96.9% | -7.5% | +104.5% | +87.8% |
| All | +96.9% | -8.5% | +105.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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