+43.2%
TER vs AU
+42.5%
+0.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.0% | -14.8% | -10.6% |
| 7D | -19.9% | +0.8% | -20.6% | -20.4% |
| 30D | -43.5% | -7.0% | -36.6% | -41.6% |
| 3M | -37.8% | +8.5% | -46.3% | -42.0% |
| 6M | -25.6% | -1.3% | -24.3% | -27.6% |
| YTD | +29.8% | +6.8% | +23.1% | +22.1% |
| 1Y | +43.2% | +44.6% | -1.4% | +18.2% |
| All | +43.2% | +42.5% | +0.7% | +18.2% |
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