-34.4%
AUR vs AR
+148.2%
-182.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +11.1% | -1.2% | +12.3% | +11.5% |
| 30D | -6.9% | +5.5% | -12.4% | -8.5% |
| 3M | +5.5% | +12.9% | -7.3% | +1.0% |
| 6M | +41.0% | +0.1% | +40.9% | +38.9% |
| YTD | +69.3% | +13.5% | +55.7% | +59.0% |
| 1Y | +14.0% | +21.6% | -7.5% | +4.2% |
| 3Y | +90.1% | +46.0% | +44.1% | +64.6% |
| 5Y | -34.4% | +143.7% | -178.1% | -38.1% |
| All | -34.4% | +148.2% | -182.6% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling