-34.9%
AUR vs RMD
+18.4%
-53.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +4.5% |
| 7D | +19.2% | -4.5% | +23.7% | +22.2% |
| 30D | -7.8% | +4.6% | -12.4% | -10.5% |
| 3M | +4.0% | +14.8% | -10.8% | -5.8% |
| 6M | +45.0% | -12.1% | +57.1% | +54.3% |
| YTD | +69.5% | -7.5% | +77.0% | +73.9% |
| 1Y | +13.0% | -20.1% | +33.1% | +27.3% |
| 3Y | +90.4% | +53.9% | +36.5% | +30.9% |
| 5Y | -34.2% | -22.2% | -12.0% | -38.6% |
| All | -34.9% | +18.4% | -53.3% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling