+21.0%
PL vs AU
+6.3%
+14.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | 0.0% |
| 7D | +10.0% | -7.2% | +17.2% | +13.5% |
| 30D | -2.3% | -2.9% | +0.6% | -1.1% |
| 3M | -44.2% | -8.7% | -35.5% | -42.7% |
| 6M | -66.1% | -14.1% | -52.0% | -64.7% |
| YTD | -30.0% | +4.8% | -34.8% | -35.7% |
| 1Y | +21.0% | +11.9% | +9.1% | +2.1% |
| All | +21.0% | +6.3% | +14.7% | +2.1% |
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