-36.7%
AUR vs RVMD
+591.2%
-627.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.9% |
| 7D | +0.2% | -3.6% | +3.7% | +1.4% |
| 30D | -8.9% | -1.1% | -7.9% | -8.9% |
| 3M | +4.6% | +41.0% | -36.4% | -7.9% |
| 6M | +44.9% | +105.7% | -60.8% | +9.0% |
| YTD | +64.8% | +155.3% | -90.5% | +12.2% |
| 1Y | +16.4% | +402.7% | -386.4% | -39.3% |
| 3Y | +85.1% | +533.1% | -448.0% | -15.7% |
| 5Y | -36.1% | +583.5% | -619.7% | -76.5% |
| All | -36.7% | +591.2% | -627.9% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling