+94.8%
AUR vs QSR
+25.8%
+69.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +1.4% | -4.0% | +5.4% | +3.5% |
| 30D | -6.4% | +2.8% | -9.2% | -7.8% |
| 3M | +7.7% | +5.1% | +2.6% | +3.9% |
| 6M | +44.5% | +8.8% | +35.7% | +33.3% |
| YTD | +67.4% | +14.8% | +52.6% | +47.6% |
| 1Y | +15.4% | +25.7% | -10.3% | -6.3% |
| 3Y | +94.8% | +27.5% | +67.3% | +46.5% |
| All | +94.8% | +25.8% | +69.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling