+97.0%
AUR vs APD
+6.4%
+90.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.3% |
| 7D | +11.1% | -4.6% | +15.7% | +13.6% |
| 30D | -6.9% | -4.2% | -2.7% | -5.0% |
| 3M | +5.5% | +5.0% | +0.5% | +2.4% |
| 6M | +41.0% | +8.9% | +32.1% | +33.0% |
| YTD | +69.3% | +21.9% | +47.4% | +48.5% |
| 1Y | +14.0% | +5.6% | +8.5% | +9.1% |
| All | +97.0% | +6.4% | +90.6% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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