-36.6%
AUR vs RL
+179.4%
-216.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -1.1% |
| 7D | +8.7% | -0.8% | +9.6% | +9.4% |
| 30D | -5.2% | -7.8% | +2.5% | 0.0% |
| 3M | -7.3% | -4.0% | -3.3% | -5.4% |
| 6M | +41.2% | -1.9% | +43.1% | +38.9% |
| YTD | +65.1% | -0.2% | +65.3% | +59.7% |
| 1Y | +13.4% | +10.7% | +2.7% | +0.9% |
| 3Y | +98.1% | +210.8% | -112.6% | -22.3% |
| 5Y | -36.0% | +238.2% | -274.3% | -76.6% |
| All | -36.6% | +179.4% | -216.0% | -76.9% |
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