+114.9%
ALL vs AUR
-35.7%
+150.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.3% | +1.4% | -3.7% | -2.3% |
| 30D | -0.4% | -6.4% | +6.0% | -0.4% |
| 3M | +16.0% | +7.7% | +8.3% | +15.8% |
| 6M | +24.6% | +44.5% | -19.9% | +23.4% |
| YTD | +23.7% | +67.4% | -43.8% | +22.0% |
| 1Y | +27.7% | +15.4% | +12.3% | +26.9% |
| 3Y | +150.2% | +94.8% | +55.4% | +143.1% |
| 5Y | +117.1% | -35.1% | +152.2% | +102.0% |
| All | +114.9% | -35.7% | +150.6% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling