+75.0%
D vs AU
+507.6%
-432.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -1.4% | -7.2% | +5.8% | -1.0% |
| 30D | +7.7% | -2.9% | +10.6% | +7.8% |
| 3M | -0.3% | -8.7% | +8.4% | 0.0% |
| 6M | +10.1% | -14.1% | +24.2% | +10.6% |
| YTD | +19.1% | +4.8% | +14.3% | +17.1% |
| 1Y | +15.9% | +11.9% | +4.0% | +13.2% |
| 3Y | +75.0% | +513.8% | -438.8% | +34.6% |
| All | +75.0% | +507.6% | -432.6% | +34.6% |
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