+102.9%
T vs AU
+604.2%
-501.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +4.6% | +12.3% | -7.7% | +4.4% |
| 3M | +12.2% | +29.4% | -17.1% | +11.8% |
| 6M | -6.5% | +3.2% | -9.7% | -6.4% |
| YTD | +4.9% | +31.8% | -26.9% | +3.6% |
| 1Y | -10.5% | +83.4% | -93.9% | -13.3% |
| All | +102.9% | +604.2% | -501.3% | +75.8% |
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