+27.0%
ALL vs AUR
+11.8%
+15.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.3% |
| 7D | 0.0% | +8.7% | -8.7% | +0.4% |
| 30D | -1.5% | -5.2% | +3.7% | -1.7% |
| 3M | +23.6% | -7.3% | +30.9% | +23.4% |
| 6M | +22.3% | +41.2% | -18.9% | +24.2% |
| YTD | +26.5% | +65.1% | -38.6% | +30.1% |
| 1Y | +27.0% | +13.4% | +13.6% | +28.4% |
| All | +27.0% | +11.8% | +15.2% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling