+51.9%
DOW vs AU
+42.5%
+9.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.0% | -11.2% | -2.7% |
| 7D | -4.2% | +0.8% | -4.9% | -4.0% |
| 30D | +14.7% | -7.0% | +21.7% | +14.5% |
| 3M | +9.1% | +8.5% | +0.5% | +9.9% |
| 6M | -17.7% | -1.3% | -16.4% | -17.0% |
| YTD | +44.6% | +6.8% | +37.9% | +41.1% |
| 1Y | +51.9% | +44.6% | +7.3% | +46.2% |
| All | +51.9% | +42.5% | +9.4% | +46.2% |
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