+32.7%
AA vs AUR
-34.9%
+67.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.9% | +3.1% |
| 7D | +1.7% | +19.2% | -17.6% | -1.3% |
| 30D | +3.3% | -7.8% | +11.1% | +4.5% |
| 3M | -29.4% | +4.0% | -33.4% | -30.3% |
| 6M | -12.8% | +45.0% | -57.8% | -19.3% |
| YTD | -2.1% | +69.5% | -71.7% | -11.8% |
| 1Y | +62.8% | +13.0% | +49.7% | +55.8% |
| 3Y | +90.5% | +90.4% | +0.1% | +48.9% |
| 5Y | +19.1% | -34.2% | +53.2% | -17.3% |
| All | +32.7% | -34.9% | +67.6% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling