-35.7%
AUR vs NTR
+48.4%
-84.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | -6.4% | +16.8% | -23.2% | -10.2% |
| 3M | +7.7% | +20.7% | -13.0% | +1.9% |
| 6M | +44.5% | +0.5% | +44.0% | +42.7% |
| YTD | +67.4% | +29.2% | +38.3% | +52.5% |
| 1Y | +15.4% | +39.6% | -24.2% | +2.1% |
| 3Y | +94.8% | +37.9% | +57.0% | +69.1% |
| 5Y | -35.1% | +47.1% | -82.2% | -43.2% |
| All | -35.7% | +48.4% | -84.1% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling