+97.0%
AUR vs CAPR
+36.9%
+60.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | +0.1% |
| 7D | +11.1% | -12.6% | +23.8% | +11.8% |
| 30D | -6.9% | +124.4% | -131.3% | -11.6% |
| 3M | +5.5% | -66.8% | +72.3% | +7.5% |
| 6M | +41.0% | -71.8% | +112.8% | +44.8% |
| YTD | +69.3% | -70.1% | +139.3% | +72.9% |
| 1Y | +14.0% | +33.3% | -19.3% | -5.6% |
| All | +97.0% | +36.9% | +60.0% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling