+86.3%
W vs AU
-14.7%
+101.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +0.2% | -7.2% | +7.4% | +3.2% |
| 30D | +6.8% | -2.9% | +9.7% | +7.5% |
| 3M | +10.7% | -8.7% | +19.3% | +12.3% |
| 6M | +86.3% | -14.1% | +100.5% | +110.6% |
| All | +86.3% | -14.7% | +101.0% | +110.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling