-57.9%
AUR vs CAPR
+170.7%
-228.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -2.8% |
| 7D | -4.5% | +5.9% | -10.4% | -5.0% |
| 30D | -16.6% | +44.6% | -61.2% | -18.8% |
| 3M | -38.5% | +126.4% | -164.8% | -42.5% |
| 6M | -49.9% | -68.6% | +18.7% | -48.9% |
| YTD | +9.6% | -67.0% | +76.6% | +11.0% |
| 1Y | +1.2% | +65.2% | -64.0% | -21.0% |
| 3Y | +128.8% | +235.6% | -106.8% | +24.9% |
| 5Y | -57.9% | +175.4% | -233.3% | -79.6% |
| All | -57.9% | +170.7% | -228.6% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling