-9.0%
AUR vs PL
-0.6%
-8.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +1.9% | -2.9% |
| 7D | -19.8% | -11.7% | -8.1% | -17.4% |
| 30D | -29.0% | -27.1% | -1.9% | -23.7% |
| 3M | -43.6% | -44.6% | +1.0% | -35.6% |
| 6M | -36.6% | -67.2% | +30.5% | -20.9% |
| YTD | +6.3% | -35.9% | +42.1% | +13.7% |
| 1Y | -9.0% | -0.4% | -8.6% | -10.6% |
| All | -9.0% | -0.6% | -8.4% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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