-36.1%
AUR vs M
+13.6%
-49.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -0.6% |
| 7D | +0.2% | -8.8% | +8.9% | +4.0% |
| 30D | -8.9% | -16.4% | +7.5% | -2.0% |
| 3M | +4.6% | -10.8% | +15.4% | +9.0% |
| 6M | +44.9% | +16.1% | +28.7% | +33.6% |
| YTD | +64.8% | -5.3% | +70.1% | +64.2% |
| 1Y | +16.4% | +24.9% | -8.5% | +1.4% |
| 3Y | +85.1% | +97.5% | -12.5% | +19.5% |
| 5Y | -36.1% | +20.4% | -56.5% | -48.7% |
| All | -36.1% | +13.6% | -49.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling