+96.9%
AU vs S
+10.1%
+86.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -3.6% | -7.7% | +4.1% | -3.6% |
| 30D | +23.9% | -5.3% | +29.2% | +23.6% |
| 3M | +19.1% | +20.3% | -1.2% | +17.8% |
| 6M | -0.2% | +47.4% | -47.5% | -1.4% |
| YTD | +32.5% | +32.5% | -0.1% | +32.5% |
| 1Y | +96.9% | +9.5% | +87.4% | +104.2% |
| All | +96.9% | +10.1% | +86.8% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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