+13.4%
AUR vs CP
+19.9%
-6.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +8.7% | -2.7% | +11.4% | +10.2% |
| 30D | -5.2% | +0.2% | -5.4% | -5.0% |
| 3M | -7.3% | +2.6% | -9.9% | -8.5% |
| 6M | +41.2% | +6.0% | +35.2% | +35.6% |
| YTD | +65.1% | +24.9% | +40.2% | +40.4% |
| 1Y | +13.4% | +20.1% | -6.7% | -2.5% |
| All | +13.4% | +19.9% | -6.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling