+233.5%
SPOT vs AU
+577.5%
-344.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.1% | -4.3% | +1.2% | -2.7% |
| 30D | +7.4% | +7.3% | +0.1% | +6.6% |
| 3M | +8.2% | +26.3% | -18.1% | +5.9% |
| 6M | +2.2% | +1.8% | +0.4% | +1.3% |
| YTD | -9.5% | +26.8% | -36.3% | -12.2% |
| 1Y | -23.8% | +66.7% | -90.5% | -28.3% |
| 3Y | +233.5% | +579.1% | -345.6% | +182.4% |
| All | +233.5% | +577.5% | -344.0% | +182.4% |
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