-35.7%
AUR vs QSR
+33.2%
-68.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.1% |
| 7D | +1.4% | -4.0% | +5.4% | +4.4% |
| 30D | -6.4% | +2.8% | -9.2% | -8.4% |
| 3M | +7.7% | +5.1% | +2.6% | +2.3% |
| 6M | +44.5% | +8.8% | +35.7% | +30.5% |
| YTD | +67.4% | +14.8% | +52.6% | +43.3% |
| 1Y | +15.4% | +25.7% | -10.3% | -10.0% |
| 3Y | +94.8% | +27.5% | +67.3% | +46.3% |
| 5Y | -35.1% | +41.3% | -76.4% | -62.6% |
| All | -35.7% | +33.2% | -68.9% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling