+94.8%
AUR vs IT
-49.4%
+144.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | +0.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -6.4% | +0.1% | -6.5% | -7.0% |
| 3M | +7.7% | +20.7% | -13.0% | -0.7% |
| 6M | +44.5% | +12.0% | +32.5% | +35.1% |
| YTD | +67.4% | -28.8% | +96.3% | +92.2% |
| 1Y | +15.4% | -25.5% | +41.0% | +28.7% |
| 3Y | +94.8% | -48.8% | +143.6% | +202.3% |
| All | +94.8% | -49.4% | +144.2% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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