-56.5%
AUR vs AR
+252.2%
-308.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | +7.9% | +6.4% | +1.5% | +6.1% |
| 30D | -18.5% | +3.1% | -21.7% | -19.4% |
| 3M | -36.7% | +3.3% | -40.0% | -37.6% |
| 6M | -39.8% | +6.6% | -46.3% | -41.5% |
| YTD | +13.3% | +12.3% | +0.9% | +6.9% |
| 1Y | +2.8% | +12.3% | -9.5% | -3.0% |
| 3Y | +139.7% | +50.4% | +89.2% | +109.3% |
| 5Y | -56.5% | +101.0% | -157.5% | -59.1% |
| All | -56.5% | +252.2% | -308.7% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling