-35.1%
AUR vs AGI
+400.3%
-435.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.6% |
| 3M | +7.7% | +4.3% | +3.4% | +5.2% |
| 6M | +44.5% | -27.1% | +71.6% | +57.8% |
| YTD | +67.4% | -6.6% | +74.1% | +67.7% |
| 1Y | +15.4% | +9.5% | +5.9% | +9.3% |
| 3Y | +94.8% | +208.4% | -113.6% | +29.6% |
| All | -35.1% | +400.3% | -435.4% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling