-57.9%
AUR vs M
+68.9%
-126.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.8% |
| 7D | -4.5% | +7.0% | -11.6% | -6.9% |
| 30D | -16.6% | +8.9% | -25.5% | -20.0% |
| 3M | -38.5% | +4.5% | -42.9% | -40.3% |
| 6M | -49.9% | +36.2% | -86.1% | -56.5% |
| YTD | +9.6% | +15.1% | -5.5% | +0.3% |
| 1Y | +1.2% | +27.4% | -26.2% | -11.7% |
| 3Y | +128.8% | +160.1% | -31.3% | +39.8% |
| 5Y | -57.9% | -1.6% | -56.3% | -67.6% |
| All | -57.9% | +68.9% | -126.8% | -67.4% |
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