-34.9%
AUR vs A
+13.9%
-48.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.3% | +4.8% |
| 7D | +19.2% | -2.1% | +21.3% | +21.1% |
| 30D | -7.8% | +0.6% | -8.4% | -8.5% |
| 3M | +4.0% | +10.9% | -6.9% | -5.9% |
| 6M | +45.0% | +28.2% | +16.8% | +13.9% |
| YTD | +69.5% | +8.6% | +61.0% | +54.2% |
| 1Y | +13.0% | +15.5% | -2.5% | -4.5% |
| 3Y | +90.4% | +31.8% | +58.5% | +36.5% |
| 5Y | -34.2% | -14.9% | -19.3% | -31.0% |
| All | -34.9% | +13.9% | -48.8% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling