-9.0%
AUR vs QSR
+23.8%
-32.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -3.7% |
| 7D | -19.8% | +5.2% | -25.0% | -19.2% |
| 30D | -29.0% | +12.2% | -41.2% | -27.9% |
| 3M | -43.6% | +7.0% | -50.6% | -42.8% |
| 6M | -36.6% | -0.3% | -36.3% | -35.4% |
| YTD | +6.3% | +18.0% | -11.7% | +2.8% |
| 1Y | -9.0% | +22.6% | -31.7% | -14.7% |
| All | -9.0% | +23.8% | -32.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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