+58.5%
D vs AU
+604.2%
-545.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -0.4% | +0.6% | -1.1% | -0.5% |
| 30D | -2.1% | +12.3% | -14.4% | -3.1% |
| 3M | -0.7% | +29.4% | -30.1% | -3.1% |
| 6M | +5.6% | +3.2% | +2.4% | +4.7% |
| YTD | +14.6% | +31.8% | -17.2% | +10.5% |
| 1Y | +15.3% | +83.4% | -68.1% | +7.0% |
| All | +58.5% | +604.2% | -545.6% | +15.1% |
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