-9.0%
AUR vs RVMD
+244.4%
-253.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.3% | -5.1% |
| 7D | -19.8% | +5.8% | -25.7% | -20.9% |
| 30D | -29.0% | -3.8% | -25.2% | -28.6% |
| 3M | -43.6% | +3.2% | -46.8% | -44.3% |
| 6M | -36.6% | +35.0% | -71.7% | -41.4% |
| YTD | +6.3% | +150.7% | -144.5% | -14.1% |
| 1Y | -9.0% | +241.0% | -250.0% | -34.7% |
| All | -9.0% | +244.4% | -253.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling