-36.1%
AUR vs REPL
-58.5%
+22.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.4% | +5.8% | -1.8% |
| 7D | +0.2% | -13.4% | +13.6% | +1.6% |
| 30D | -8.9% | -3.0% | -5.9% | -8.9% |
| 3M | +4.6% | +56.3% | -51.7% | -5.0% |
| 6M | +44.9% | +60.9% | -16.0% | +17.9% |
| YTD | +64.8% | +36.2% | +28.6% | +36.3% |
| 1Y | +16.4% | +121.0% | -104.7% | -14.9% |
| 3Y | +85.1% | -32.8% | +117.9% | +28.2% |
| 5Y | -36.1% | -58.7% | +22.5% | -44.9% |
| All | -36.1% | -58.5% | +22.3% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling