+18.9%
RF vs AU
+27.2%
-8.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | +4.6% | -1.5% | +6.2% | +4.6% |
| 3M | -8.4% | -5.0% | -3.5% | -8.4% |
| 6M | +8.9% | -13.5% | +22.4% | +9.5% |
| YTD | +8.8% | +11.7% | -2.9% | +4.7% |
| 1Y | +18.9% | +21.3% | -2.4% | +12.8% |
| All | +18.9% | +27.2% | -8.3% | +12.8% |
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