+14.0%
AUR vs PR
+77.2%
-63.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | +11.1% | -0.8% | +12.0% | +11.0% |
| 30D | -6.9% | +11.3% | -18.1% | -6.3% |
| 3M | +5.5% | +24.1% | -18.6% | +7.0% |
| 6M | +41.0% | +25.4% | +15.6% | +38.7% |
| YTD | +69.3% | +71.2% | -1.9% | +58.7% |
| 1Y | +14.0% | +78.6% | -64.6% | +3.2% |
| All | +14.0% | +77.2% | -63.2% | +3.2% |
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