-35.7%
AUR vs RMD
+16.9%
-52.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +1.4% | -4.4% | +5.8% | +4.0% |
| 30D | -6.4% | -3.1% | -3.3% | -4.9% |
| 3M | +7.7% | +13.8% | -6.1% | -1.9% |
| 6M | +44.5% | -8.6% | +53.1% | +49.9% |
| YTD | +67.4% | -8.6% | +76.1% | +73.0% |
| 1Y | +15.4% | -19.7% | +35.1% | +29.4% |
| 3Y | +94.8% | +48.4% | +46.5% | +37.5% |
| 5Y | -35.1% | -22.7% | -12.4% | -39.0% |
| All | -35.7% | +16.9% | -52.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling