-36.6%
AUR vs M
+56.3%
-92.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.7% |
| 7D | +8.7% | +4.7% | +4.0% | +6.9% |
| 30D | -5.2% | -9.6% | +4.4% | -1.6% |
| 3M | -7.3% | +0.9% | -8.2% | -8.1% |
| 6M | +41.2% | +22.3% | +18.9% | +28.8% |
| YTD | +65.1% | +6.5% | +58.6% | +57.6% |
| 1Y | +13.4% | +38.8% | -25.4% | -3.6% |
| 3Y | +98.1% | +115.9% | -17.8% | +31.3% |
| 5Y | -36.0% | +28.6% | -64.7% | -48.5% |
| All | -36.6% | +56.3% | -92.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling