+47.9%
DE vs AU
+100.5%
-52.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +10.0% | -3.6% | +13.7% | +10.3% |
| 30D | +13.3% | +23.9% | -10.6% | +11.2% |
| 3M | +17.5% | +19.1% | -1.6% | +15.4% |
| 6M | +13.6% | -0.2% | +13.7% | +12.4% |
| YTD | +49.8% | +32.5% | +17.3% | +47.6% |
| 1Y | +47.9% | +96.9% | -49.1% | +46.6% |
| All | +47.9% | +100.5% | -52.6% | +46.6% |
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 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