-56.5%
AUR vs P
+496.7%
-553.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.4% | -8.8% | -6.8% |
| 7D | +7.9% | +17.8% | -9.9% | +0.8% |
| 30D | -18.5% | -29.9% | +11.3% | -6.9% |
| 3M | -36.7% | -1.2% | -35.5% | -38.4% |
| 6M | -39.8% | +32.1% | -71.9% | -49.7% |
| YTD | +13.3% | +64.3% | -51.0% | -15.5% |
| 1Y | +2.8% | +24.3% | -21.4% | -17.4% |
| 3Y | +139.7% | +203.2% | -63.6% | +5.5% |
| 5Y | -56.5% | +290.4% | -346.9% | -83.4% |
| All | -56.5% | +496.7% | -553.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling