+44.6%
AU vs SM
+70.4%
-25.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -15.3% | +23.3% | +3.6% |
| 7D | +0.8% | -21.5% | +22.2% | -5.1% |
| 30D | -7.0% | -11.4% | +4.4% | -9.4% |
| 3M | +8.5% | +0.6% | +7.9% | +10.7% |
| 6M | -1.3% | +0.2% | -1.5% | +2.4% |
| YTD | +6.8% | +69.7% | -62.9% | +15.0% |
| 1Y | +44.6% | +71.6% | -27.0% | +56.9% |
| All | +44.6% | +70.4% | -25.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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