-54.5%
AUR vs PL
+44.1%
-98.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +6.6% | +5.6% | +0.9% | +4.0% |
| 30D | -22.0% | -16.9% | -5.0% | -16.7% |
| 3M | -34.8% | -38.2% | +3.4% | -23.1% |
| 6M | -35.7% | -63.4% | +27.7% | -11.4% |
| YTD | +18.5% | -27.6% | +46.1% | +17.9% |
| 1Y | +4.4% | +6.6% | -2.2% | -14.0% |
| 3Y | +150.7% | +557.6% | -406.9% | -31.1% |
| 5Y | -53.6% | +39.5% | -93.1% | -77.0% |
| All | -54.5% | +44.1% | -98.6% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling