-9.0%
AUR vs Q
+19.7%
-28.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -19.8% | -3.3% | -16.6% | -18.7% |
| 30D | -29.0% | -9.7% | -19.3% | -25.9% |
| 3M | -43.6% | -16.1% | -27.5% | -39.2% |
| 6M | -36.6% | -15.7% | -20.9% | -33.5% |
| YTD | +6.3% | +45.7% | -39.5% | -18.5% |
| 1Y | -9.0% | +18.0% | -27.0% | -23.2% |
| All | -9.0% | +19.7% | -28.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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