+13.4%
AUR vs S
+10.1%
+3.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +8.7% | -7.7% | +16.5% | +11.3% |
| 30D | -5.2% | -5.3% | +0.1% | -4.9% |
| 3M | -7.3% | +20.3% | -27.6% | -15.6% |
| 6M | +41.2% | +47.4% | -6.2% | +15.2% |
| YTD | +65.1% | +32.5% | +32.6% | +40.4% |
| 1Y | +13.4% | +9.5% | +3.9% | +6.6% |
| All | +13.4% | +10.1% | +3.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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