-34.9%
AUR vs EAT
+243.5%
-278.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.0% | +4.0% |
| 7D | +19.2% | -4.9% | +24.1% | +21.4% |
| 30D | -7.8% | -1.2% | -6.6% | -8.1% |
| 3M | +4.0% | +52.2% | -48.3% | -13.5% |
| 6M | +45.0% | +65.0% | -20.1% | +14.2% |
| YTD | +69.5% | +55.0% | +14.5% | +36.2% |
| 1Y | +13.0% | +42.1% | -29.0% | -7.1% |
| 3Y | +90.4% | +614.7% | -524.4% | -31.2% |
| 5Y | -34.2% | +322.7% | -356.9% | -76.9% |
| All | -34.9% | +243.5% | -278.4% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling