+74.2%
AA vs AUR
+81.4%
-7.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.6% | -2.2% | -4.3% |
| 7D | -5.4% | +0.2% | -5.5% | -5.4% |
| 30D | -10.7% | -8.9% | -1.8% | -9.4% |
| 3M | -26.2% | +4.6% | -30.8% | -27.3% |
| 6M | -20.9% | +44.9% | -65.8% | -27.2% |
| YTD | -8.6% | +64.8% | -73.5% | -18.0% |
| 1Y | +57.4% | +16.4% | +41.0% | +49.3% |
| All | +74.2% | +81.4% | -7.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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