+101.9%
AUR vs AS
+120.4%
-18.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.9% |
| 7D | +8.7% | -4.9% | +13.6% | +10.5% |
| 30D | -5.2% | -19.6% | +14.4% | +1.7% |
| 3M | -7.3% | -14.4% | +7.1% | -3.0% |
| 6M | +41.2% | -20.1% | +61.3% | +50.6% |
| YTD | +65.1% | -20.9% | +86.0% | +76.2% |
| 1Y | +13.4% | -21.9% | +35.3% | +20.9% |
| All | +101.9% | +120.4% | -18.5% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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