+66.7%
AU vs S
+8.9%
+57.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.3% |
| 30D | +7.3% | -11.4% | +18.7% | +7.3% |
| 3M | +26.3% | +33.8% | -7.5% | +25.1% |
| 6M | +1.8% | +39.5% | -37.7% | +0.9% |
| YTD | +26.8% | +31.7% | -4.9% | +26.9% |
| 1Y | +66.7% | +7.0% | +59.7% | +74.8% |
| All | +66.7% | +8.9% | +57.8% | +74.8% |
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