-9.0%
AUR vs M
+36.6%
-45.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.6% | -12.1% | -5.3% |
| 7D | -19.8% | +8.3% | -28.1% | -20.7% |
| 30D | -29.0% | +14.2% | -43.2% | -30.3% |
| 3M | -43.6% | -1.1% | -42.5% | -43.5% |
| 6M | -36.6% | +36.6% | -73.2% | -38.6% |
| YTD | +6.3% | +19.8% | -13.5% | +4.1% |
| 1Y | -9.0% | +37.2% | -46.2% | -12.7% |
| All | -9.0% | +36.6% | -45.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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