+91.8%
AUR vs A
+28.1%
+63.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.8% |
| 7D | +0.2% | -4.6% | +4.7% | +3.4% |
| 30D | -8.9% | -4.3% | -4.7% | -6.2% |
| 3M | +4.6% | +8.9% | -4.3% | -2.6% |
| 6M | +44.9% | +24.5% | +20.3% | +20.1% |
| YTD | +64.8% | +5.8% | +59.0% | +55.9% |
| 1Y | +16.4% | +16.2% | +0.1% | +0.1% |
| All | +91.8% | +28.1% | +63.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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