-35.7%
AUR vs AGI
+321.0%
-356.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +1.4% | -2.7% | +4.2% | +2.3% |
| 30D | -6.4% | +7.2% | -13.6% | -8.5% |
| 3M | +7.7% | +4.3% | +3.4% | +5.3% |
| 6M | +44.5% | -27.1% | +71.6% | +57.0% |
| YTD | +67.4% | -6.6% | +74.1% | +67.9% |
| 1Y | +15.4% | +9.5% | +5.9% | +9.9% |
| 3Y | +94.8% | +208.4% | -113.6% | +35.0% |
| 5Y | -35.1% | +401.6% | -436.8% | -58.7% |
| All | -35.7% | +321.0% | -356.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling