+91.8%
AUR vs M
+97.0%
-5.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -0.9% |
| 7D | +0.2% | -8.8% | +8.9% | +3.5% |
| 30D | -8.9% | -16.4% | +7.5% | -3.0% |
| 3M | +4.6% | -10.8% | +15.4% | +8.5% |
| 6M | +44.9% | +16.1% | +28.7% | +35.1% |
| YTD | +64.8% | -5.3% | +70.1% | +64.7% |
| 1Y | +16.4% | +24.9% | -8.5% | +2.7% |
| All | +91.8% | +97.0% | -5.2% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling