-34.4%
AUR vs P
+274.2%
-308.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +1.6% |
| 7D | +11.1% | +5.0% | +6.1% | +8.8% |
| 30D | -6.9% | -0.9% | -5.9% | -7.5% |
| 3M | +5.5% | +38.7% | -33.1% | -10.8% |
| 6M | +41.0% | +54.4% | -13.4% | +11.1% |
| YTD | +69.3% | +44.8% | +24.4% | +35.5% |
| 1Y | +14.0% | +22.5% | -8.5% | -7.0% |
| 3Y | +90.1% | +148.2% | -58.2% | -10.8% |
| 5Y | -34.4% | +268.9% | -303.3% | -74.7% |
| All | -34.4% | +274.2% | -308.6% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling