+32.1%
P vs AU
-14.0%
+46.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.8% | +8.2% | +4.2% |
| 7D | +17.8% | -1.1% | +18.9% | +18.0% |
| 30D | -29.9% | -4.4% | -25.4% | -29.0% |
| 3M | -1.2% | -10.0% | +8.8% | +0.2% |
| 6M | +32.1% | -14.5% | +46.6% | +31.2% |
| All | +32.1% | -14.0% | +46.1% | +31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling