-36.6%
AUR vs REPL
-58.0%
+21.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | +8.7% | -3.0% | +11.7% | +9.0% |
| 30D | -5.2% | +27.1% | -32.4% | -7.9% |
| 3M | -7.3% | +52.4% | -59.7% | -15.4% |
| 6M | +41.2% | +107.4% | -66.2% | +11.8% |
| YTD | +65.1% | +54.7% | +10.4% | +35.3% |
| 1Y | +13.4% | +158.9% | -145.4% | -18.1% |
| 3Y | +98.1% | -23.7% | +121.9% | +35.2% |
| 5Y | -36.0% | -54.3% | +18.3% | -55.4% |
| All | -36.6% | -58.0% | +21.4% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling