-35.7%
AUR vs BR
+12.3%
-48.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +1.4% | -3.0% | +4.4% | +3.9% |
| 30D | -6.4% | -0.3% | -6.1% | -6.9% |
| 3M | +7.7% | +17.3% | -9.6% | -8.8% |
| 6M | +44.5% | -6.7% | +51.2% | +50.5% |
| YTD | +67.4% | -23.4% | +90.9% | +110.4% |
| 1Y | +15.4% | -32.7% | +48.1% | +67.8% |
| 3Y | +94.8% | -5.9% | +100.8% | +90.4% |
| 5Y | -35.1% | +8.4% | -43.6% | -49.6% |
| All | -35.7% | +12.3% | -48.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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