+91.8%
AUR vs S
+15.8%
+76.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.6% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -8.9% | -11.8% | +2.9% | -4.5% |
| 3M | +4.6% | +33.9% | -29.3% | -14.0% |
| 6M | +44.9% | +40.1% | +4.8% | +12.8% |
| YTD | +64.8% | +32.1% | +32.8% | +31.8% |
| 1Y | +16.4% | +11.0% | +5.3% | +2.7% |
| All | +91.8% | +15.8% | +76.0% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling