+91.8%
AUR vs EAT
+585.9%
-494.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +0.2% | -6.2% | +6.4% | +2.0% |
| 30D | -8.9% | -3.0% | -5.9% | -8.6% |
| 3M | +4.6% | +45.6% | -41.0% | -8.8% |
| 6M | +44.9% | +53.5% | -8.7% | +22.0% |
| YTD | +64.8% | +49.6% | +15.3% | +39.3% |
| 1Y | +16.4% | +38.9% | -22.6% | +0.3% |
| All | +91.8% | +585.9% | -494.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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