-57.9%
AUR vs RL
+208.2%
-266.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.4% |
| 7D | -4.5% | +2.6% | -7.1% | -6.1% |
| 30D | -16.6% | +2.9% | -19.6% | -18.9% |
| 3M | -38.5% | 0.0% | -38.5% | -39.2% |
| 6M | -49.9% | +17.1% | -67.0% | -56.5% |
| YTD | +9.6% | +10.1% | -0.5% | -2.2% |
| 1Y | +1.2% | +17.3% | -16.1% | -14.2% |
| 3Y | +128.8% | +249.3% | -120.5% | -18.3% |
| 5Y | -57.9% | +240.9% | -298.8% | -85.8% |
| All | -57.9% | +208.2% | -266.1% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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