-9.0%
AUR vs PR
+87.5%
-96.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -5.3% |
| 7D | -19.8% | -12.1% | -7.7% | -21.2% |
| 30D | -29.0% | +0.9% | -29.9% | -28.7% |
| 3M | -43.6% | +10.1% | -53.7% | -42.6% |
| 6M | -36.6% | +1.1% | -37.8% | -35.3% |
| YTD | +6.3% | +63.7% | -57.4% | +1.7% |
| 1Y | -9.0% | +87.0% | -96.1% | -17.0% |
| All | -9.0% | +87.5% | -96.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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