-55.9%
AUR vs PR
+427.3%
-483.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +8.9% |
| 7D | +1.1% | -16.4% | +17.6% | +6.3% |
| 30D | -22.9% | -1.9% | -21.0% | -22.8% |
| 3M | -35.0% | +8.0% | -42.9% | -37.0% |
| 6M | -39.3% | +4.1% | -43.4% | -41.0% |
| YTD | +14.8% | +58.7% | -43.9% | -3.0% |
| 1Y | +4.3% | +75.8% | -71.6% | -14.9% |
| 3Y | +125.0% | +73.2% | +51.8% | +83.6% |
| 5Y | -55.9% | +230.1% | -286.0% | -69.4% |
| All | -55.9% | +427.3% | -483.2% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling