+13.4%
AUR vs AGI
+17.6%
-4.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +8.7% | +0.6% | +8.1% | +8.6% |
| 30D | -5.2% | +18.2% | -23.5% | -10.7% |
| 3M | -7.3% | -4.1% | -3.2% | -6.5% |
| 6M | +41.2% | -28.7% | +69.9% | +57.8% |
| YTD | +65.1% | -4.0% | +69.1% | +62.6% |
| 1Y | +13.4% | +17.4% | -4.0% | +8.0% |
| All | +13.4% | +17.6% | -4.2% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling