+175.9%
B vs AU
+547.8%
-371.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.4% |
| 7D | -2.7% | +4.7% | -7.3% | -5.4% |
| 30D | -4.3% | -1.5% | -2.8% | -3.5% |
| 3M | -2.3% | -5.0% | +2.7% | +0.4% |
| 6M | -16.2% | -13.5% | -2.7% | -9.8% |
| YTD | -8.8% | +11.7% | -20.6% | -16.1% |
| 1Y | +11.4% | +21.3% | -10.0% | -2.2% |
| All | +175.9% | +547.8% | -371.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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