+97.0%
AUR vs CP
+19.7%
+77.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.9% |
| 7D | +11.1% | +0.6% | +10.5% | +10.6% |
| 30D | -6.9% | -0.5% | -6.4% | -6.2% |
| 3M | +5.5% | +0.1% | +5.4% | +4.7% |
| 6M | +41.0% | +7.8% | +33.2% | +29.1% |
| YTD | +69.3% | +22.9% | +46.4% | +35.1% |
| 1Y | +14.0% | +21.3% | -7.3% | -7.8% |
| All | +97.0% | +19.7% | +77.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling