+117.0%
ALL vs AUR
-34.5%
+151.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.2% | +11.1% | -13.3% | -2.4% |
| 30D | -5.6% | -6.9% | +1.3% | -5.5% |
| 3M | +17.2% | +5.5% | +11.7% | +17.0% |
| 6M | +23.2% | +41.0% | -17.7% | +22.1% |
| YTD | +23.6% | +69.3% | -45.7% | +21.9% |
| 1Y | +29.2% | +14.0% | +15.1% | +28.4% |
| 3Y | +153.8% | +90.1% | +63.8% | +146.7% |
| All | +117.0% | -34.5% | +151.4% | +101.1% |
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 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