-9.0%
AUR vs REPL
+125.1%
-134.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -19.8% | +28.8% | -48.7% | -21.1% |
| 30D | -29.0% | +57.3% | -86.4% | -31.2% |
| 3M | -43.6% | +73.6% | -117.1% | -45.8% |
| 6M | -36.6% | +582.8% | -619.5% | -48.1% |
| YTD | +6.3% | +112.9% | -106.6% | -4.5% |
| 1Y | -9.0% | +130.7% | -139.7% | -23.3% |
| All | -9.0% | +125.1% | -134.2% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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