+148.3%
ALL vs AUR
+81.4%
+67.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.7% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | -3.6% | -8.9% | +5.3% | -3.6% |
| 3M | +13.2% | +4.6% | +8.6% | +13.1% |
| 6M | +22.5% | +44.9% | -22.4% | +21.8% |
| YTD | +22.7% | +64.8% | -42.1% | +21.8% |
| 1Y | +28.3% | +16.4% | +12.0% | +27.9% |
| All | +148.3% | +81.4% | +67.0% | +144.4% |
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