-35.0%
AUR vs S
-57.1%
+22.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -6.4% | -11.4% | +5.0% | -2.4% |
| 3M | +7.7% | +33.8% | -26.1% | -9.5% |
| 6M | +44.5% | +39.5% | +5.0% | +16.5% |
| YTD | +67.4% | +31.7% | +35.8% | +38.0% |
| 1Y | +15.4% | +7.0% | +8.5% | +5.2% |
| 3Y | +94.8% | +11.8% | +83.1% | +69.4% |
| 5Y | -35.1% | -69.0% | +33.9% | -21.5% |
| All | -35.0% | -57.1% | +22.1% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling