-0.3%
SPOT vs AU
+42.5%
-42.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.0% | -3.4% | +4.4% |
| 7D | +16.6% | +0.8% | +15.8% | +16.5% |
| 30D | +29.9% | -7.0% | +36.9% | +30.2% |
| 3M | +31.3% | +8.5% | +22.7% | +29.6% |
| 6M | +43.2% | -1.3% | +44.5% | +41.4% |
| YTD | +8.1% | +6.8% | +1.3% | +4.1% |
| 1Y | -0.3% | +44.6% | -44.9% | -10.9% |
| All | -0.3% | +42.5% | -42.8% | -10.9% |
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