+15.4%
AUR vs M
+34.0%
-18.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | 0.0% |
| 7D | +1.4% | -4.2% | +5.6% | +2.2% |
| 30D | -6.4% | -7.2% | +0.8% | -5.2% |
| 3M | +7.7% | -11.1% | +18.9% | +9.9% |
| 6M | +44.5% | +28.8% | +15.7% | +38.6% |
| YTD | +67.4% | +2.0% | +65.4% | +67.0% |
| 1Y | +15.4% | +31.3% | -15.8% | +1.5% |
| All | +15.4% | +34.0% | -18.6% | +1.5% |
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