-9.9%
IR vs AU
+72.0%
-81.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.5% | -4.3% | -0.2% | -3.9% |
| 30D | -13.9% | +7.3% | -21.2% | -15.1% |
| 3M | -0.3% | +26.3% | -26.7% | -4.7% |
| 6M | -14.3% | +1.8% | -16.1% | -15.9% |
| YTD | -7.9% | +26.8% | -34.7% | -11.5% |
| 1Y | -9.9% | +66.7% | -76.6% | -17.3% |
| All | -9.9% | +72.0% | -81.9% | -17.3% |
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