-36.6%
AUR vs PL
+83.0%
-119.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +8.7% | -9.3% | +18.1% | +12.3% |
| 30D | -5.2% | -18.9% | +13.7% | +2.0% |
| 3M | -7.3% | -58.4% | +51.1% | +23.8% |
| 6M | +41.2% | -30.3% | +71.5% | +47.3% |
| YTD | +65.1% | -8.1% | +73.2% | +51.8% |
| 1Y | +13.4% | +180.5% | -167.1% | -40.2% |
| 3Y | +98.1% | +444.1% | -346.0% | -38.2% |
| 5Y | -36.0% | +83.0% | -119.1% | -70.7% |
| All | -36.6% | +83.0% | -119.6% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling