+605.8%
AU vs SM
-1.2%
+607.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.7% |
| 7D | +0.6% | -0.2% | +0.9% | +0.6% |
| 30D | +12.3% | +20.3% | -8.0% | +12.9% |
| 3M | +29.4% | +22.9% | +6.4% | +30.2% |
| 6M | +3.2% | +47.8% | -44.6% | +2.4% |
| YTD | +31.8% | +107.5% | -75.7% | +26.4% |
| 1Y | +83.4% | +51.7% | +31.7% | +80.3% |
| All | +605.8% | -1.2% | +607.0% | +595.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling