+16.4%
AUR vs CP
+20.0%
-3.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.6% |
| 30D | -8.9% | -3.4% | -5.6% | -7.0% |
| 3M | +4.6% | -0.6% | +5.3% | +5.0% |
| 6M | +44.9% | +6.3% | +38.5% | +37.9% |
| YTD | +64.8% | +21.2% | +43.7% | +42.3% |
| 1Y | +16.4% | +20.0% | -3.7% | +0.2% |
| All | +16.4% | +20.0% | -3.7% | +0.2% |
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