+43.8%
SO vs AU
+604.2%
-560.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -0.8% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -2.5% | +12.3% | -14.8% | -3.2% |
| 3M | -4.2% | +29.4% | -33.5% | -5.7% |
| 6M | -7.7% | +3.2% | -10.9% | -8.1% |
| YTD | +3.8% | +31.8% | -28.0% | +1.1% |
| 1Y | +0.1% | +83.4% | -83.4% | -5.3% |
| All | +43.8% | +604.2% | -560.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling