+22.0%
AUR vs Q
+79.8%
-57.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.5% |
| 7D | +1.4% | +4.9% | -3.5% | -0.7% |
| 30D | -6.4% | -11.0% | +4.6% | -1.6% |
| 3M | +7.7% | -15.2% | +22.9% | +14.5% |
| 6M | +44.5% | +8.8% | +35.7% | +34.3% |
| YTD | +67.4% | +55.1% | +12.4% | +30.9% |
| All | +22.0% | +79.8% | -57.7% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling