-3.3%
F vs AU
+29.8%
-33.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | +0.2% |
| 7D | +1.0% | +15.3% | -14.3% | -1.5% |
| 30D | +2.1% | -0.3% | +2.5% | +1.9% |
| 3M | -10.3% | -2.9% | -7.4% | -10.4% |
| 6M | +3.3% | -10.7% | +13.9% | +3.9% |
| YTD | -2.0% | +14.0% | -16.0% | -4.6% |
| All | -3.3% | +29.8% | -33.1% | -8.1% |
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 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