+90.4%
AUR vs CF
+76.4%
+14.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.7% |
| 7D | +19.2% | -0.9% | +20.2% | +19.2% |
| 30D | -7.8% | +18.1% | -25.9% | -7.3% |
| 3M | +4.0% | +23.4% | -19.4% | +4.4% |
| 6M | +45.0% | +17.1% | +27.9% | +42.7% |
| YTD | +69.5% | +76.2% | -6.7% | +57.2% |
| 1Y | +13.0% | +62.3% | -49.2% | +6.1% |
| 3Y | +90.4% | +71.8% | +18.5% | +58.4% |
| All | +90.4% | +76.4% | +14.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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