-6.1%
F vs AU
+6.3%
-12.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -3.1% | -7.2% | +4.1% | -2.0% |
| 30D | 0.0% | -2.9% | +2.9% | +0.3% |
| 3M | -13.2% | -8.7% | -4.6% | -12.5% |
| 6M | -10.2% | -14.1% | +3.9% | -8.9% |
| YTD | -4.9% | +4.8% | -9.7% | -5.7% |
| 1Y | -6.1% | +11.9% | -18.0% | -8.7% |
| All | -6.1% | +6.3% | -12.4% | -8.7% |
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