-57.9%
AUR vs AR
+252.5%
-310.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.5% | +7.4% | -11.9% | -6.4% |
| 30D | -16.6% | +5.8% | -22.4% | -18.1% |
| 3M | -38.5% | +5.2% | -43.7% | -39.7% |
| 6M | -49.9% | +5.4% | -55.3% | -51.2% |
| YTD | +9.6% | +12.4% | -2.8% | +3.4% |
| 1Y | +1.2% | +12.8% | -11.6% | -4.7% |
| 3Y | +128.8% | +47.2% | +81.6% | +100.8% |
| 5Y | -57.9% | +101.1% | -159.0% | -60.4% |
| All | -57.9% | +252.5% | -310.4% | -60.1% |
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 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