-26.3%
LOW vs AU
+72.0%
-98.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.7% | -4.3% | +0.5% | -3.3% |
| 30D | -8.9% | +7.3% | -16.2% | -9.6% |
| 3M | -10.4% | +26.3% | -36.7% | -12.5% |
| 6M | -19.4% | +1.8% | -21.2% | -20.7% |
| YTD | -17.1% | +26.8% | -43.9% | -18.5% |
| 1Y | -26.3% | +66.7% | -92.9% | -27.5% |
| All | -26.3% | +72.0% | -98.2% | -27.5% |
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