+127.8%
AAPL vs AUR
-35.1%
+162.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.6% |
| 7D | +3.8% | +1.4% | +2.4% | +3.7% |
| 30D | +9.9% | -6.4% | +16.3% | +10.4% |
| 3M | +12.5% | +7.7% | +4.8% | +10.9% |
| 6M | +27.6% | +44.5% | -16.9% | +21.2% |
| YTD | +22.6% | +67.4% | -44.9% | +14.1% |
| 1Y | +45.0% | +15.4% | +29.5% | +39.8% |
| 3Y | +87.8% | +94.8% | -7.1% | +56.9% |
| All | +127.8% | -35.1% | +162.8% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling