-9.0%
AUR vs AR
+14.7%
-23.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.8% | -4.3% |
| 7D | -19.8% | -11.1% | -8.7% | -19.6% |
| 30D | -29.0% | +7.9% | -36.9% | -28.7% |
| 3M | -43.6% | +4.9% | -48.4% | -43.3% |
| 6M | -36.6% | -5.3% | -31.3% | -35.9% |
| YTD | +6.3% | +8.6% | -2.4% | +2.8% |
| 1Y | -9.0% | +13.7% | -22.7% | -16.3% |
| All | -9.0% | +14.7% | -23.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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