-36.7%
AUR vs M
+39.0%
-75.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -0.8% |
| 7D | +0.2% | -8.8% | +8.9% | +3.6% |
| 30D | -8.9% | -16.4% | +7.5% | -2.7% |
| 3M | +4.6% | -10.8% | +15.4% | +8.6% |
| 6M | +44.9% | +16.1% | +28.7% | +34.7% |
| YTD | +64.8% | -5.3% | +70.1% | +64.4% |
| 1Y | +16.4% | +24.9% | -8.5% | +2.9% |
| 3Y | +85.1% | +97.5% | -12.5% | +26.8% |
| 5Y | -36.1% | +20.4% | -56.5% | -46.2% |
| All | -36.7% | +39.0% | -75.7% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling