+35.3%
W vs AU
+604.2%
-568.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | -3.0% | +12.3% | -15.3% | -5.5% |
| 3M | +40.3% | +29.4% | +11.0% | +32.5% |
| 6M | +32.2% | +3.2% | +29.0% | +29.1% |
| YTD | -0.3% | +31.8% | -32.1% | -7.3% |
| 1Y | +16.2% | +83.4% | -67.2% | +2.6% |
| All | +35.3% | +604.2% | -568.9% | -17.0% |
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