-15.7%
RMD vs AU
+100.5%
-116.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.2% |
| 7D | -5.0% | -3.6% | -1.3% | -4.8% |
| 30D | +2.2% | +23.9% | -21.7% | +0.9% |
| 3M | +17.8% | +19.1% | -1.2% | +16.6% |
| 6M | -11.3% | -0.2% | -11.2% | -11.5% |
| YTD | -4.4% | +32.5% | -36.9% | -7.3% |
| 1Y | -15.7% | +96.9% | -112.7% | -20.3% |
| All | -15.7% | +100.5% | -116.2% | -20.3% |
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