-36.1%
AUR vs CAPR
+66.0%
-102.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.4% |
| 7D | +0.2% | -10.6% | +10.7% | +0.8% |
| 30D | -8.9% | +111.2% | -120.1% | -14.1% |
| 3M | +4.6% | -67.2% | +71.9% | +7.0% |
| 6M | +44.9% | -75.1% | +120.0% | +50.7% |
| YTD | +64.8% | -71.2% | +136.1% | +69.4% |
| 1Y | +16.4% | +31.1% | -14.8% | -7.7% |
| 3Y | +85.1% | +31.3% | +53.8% | +11.4% |
| 5Y | -36.1% | +69.4% | -105.5% | -72.4% |
| All | -36.1% | +66.0% | -102.1% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling