+14.4%
FIX vs AU
+42.5%
-28.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.0% | -23.1% | -17.5% |
| 7D | -18.9% | +0.8% | -19.7% | -19.3% |
| 30D | -36.3% | -7.0% | -29.3% | -34.9% |
| 3M | -38.5% | +8.5% | -47.1% | -41.4% |
| 6M | -42.3% | -1.3% | -41.0% | -43.9% |
| YTD | +17.1% | +6.8% | +10.3% | +6.6% |
| 1Y | +14.4% | +44.6% | -30.2% | -10.7% |
| All | +14.4% | +42.5% | -28.1% | -10.7% |
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