-36.6%
AUR vs AR
+258.6%
-295.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +8.7% | +2.5% | +6.3% | +7.9% |
| 30D | -5.2% | +14.8% | -20.0% | -9.0% |
| 3M | -7.3% | +6.2% | -13.5% | -9.3% |
| 6M | +41.2% | +4.3% | +36.9% | +37.6% |
| YTD | +65.1% | +14.4% | +50.7% | +55.7% |
| 1Y | +13.4% | +21.3% | -7.9% | +4.6% |
| 3Y | +98.1% | +39.8% | +58.3% | +75.9% |
| 5Y | -36.0% | +142.1% | -178.1% | -39.8% |
| All | -36.6% | +258.6% | -295.2% | -40.0% |
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