-28.0%
MOD vs AU
+14.0%
-42.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +1.2% |
| 7D | +16.1% | -1.1% | +17.2% | +16.7% |
| 30D | -38.5% | -4.4% | -34.1% | -37.5% |
| 3M | -46.8% | -10.0% | -36.8% | -45.1% |
| 6M | -61.6% | -14.5% | -47.1% | -60.1% |
| YTD | -20.5% | +6.4% | -26.9% | -31.6% |
| 1Y | -28.0% | +7.7% | -35.7% | -39.7% |
| All | -28.0% | +14.0% | -42.0% | -39.7% |
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