+15.4%
AUR vs P
+20.5%
-5.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | +0.5% |
| 7D | +1.4% | -1.3% | +2.8% | +1.7% |
| 30D | -6.4% | -11.9% | +5.5% | -3.7% |
| 3M | +7.7% | +41.6% | -33.9% | -2.1% |
| 6M | +44.5% | +58.1% | -13.6% | +27.5% |
| YTD | +67.4% | +46.5% | +20.9% | +49.3% |
| 1Y | +15.4% | +19.1% | -3.6% | -7.0% |
| All | +15.4% | +20.5% | -5.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling