+35.0%
CAH vs AU
+42.5%
-7.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.0% | -4.4% | +3.3% |
| 7D | +7.0% | +0.8% | +6.3% | +6.9% |
| 30D | +12.4% | -7.0% | +19.3% | +12.4% |
| 3M | +12.2% | +8.5% | +3.6% | +11.6% |
| 6M | +33.2% | -1.3% | +34.5% | +32.4% |
| YTD | +28.4% | +6.8% | +21.6% | +27.1% |
| 1Y | +35.0% | +44.6% | -9.6% | +31.3% |
| All | +35.0% | +42.5% | -7.5% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling