+94.8%
AUR vs NTR
+36.8%
+58.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.7% |
| 30D | -6.4% | +16.8% | -23.2% | -9.4% |
| 3M | +7.7% | +20.7% | -13.0% | +2.9% |
| 6M | +44.5% | +0.5% | +44.0% | +43.7% |
| YTD | +67.4% | +29.2% | +38.3% | +52.7% |
| 1Y | +15.4% | +39.6% | -24.2% | +1.7% |
| 3Y | +94.8% | +37.9% | +57.0% | +65.8% |
| All | +94.8% | +36.8% | +58.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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