-57.9%
AUR vs P
+485.3%
-543.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | -4.5% | +11.6% | -16.2% | -8.9% |
| 30D | -16.6% | -23.7% | +7.0% | -8.0% |
| 3M | -38.5% | -8.0% | -30.5% | -38.2% |
| 6M | -49.9% | +27.9% | -77.8% | -57.6% |
| YTD | +9.6% | +61.2% | -51.5% | -17.6% |
| 1Y | +1.2% | +28.6% | -27.4% | -20.2% |
| 3Y | +128.8% | +200.5% | -71.7% | +0.9% |
| 5Y | -57.9% | +282.9% | -340.8% | -83.8% |
| All | -57.9% | +485.3% | -543.2% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling