-68.4%
PL vs AU
-3.0%
-65.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.0% | +5.4% | +7.9% |
| 7D | -6.8% | +16.5% | -23.4% | -13.8% |
| 30D | -29.3% | +3.3% | -32.6% | -30.3% |
| 3M | -44.8% | +6.8% | -51.6% | -48.9% |
| 6M | -68.4% | -3.9% | -64.4% | -67.5% |
| All | -68.4% | -3.0% | -65.4% | -67.5% |
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 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