+128.8%
AUR vs S
+41.6%
+87.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -4.5% | +2.0% | -6.5% | -5.4% |
| 30D | -16.6% | -2.7% | -13.9% | -15.9% |
| 3M | -38.5% | -6.9% | -31.6% | -37.8% |
| 6M | -49.9% | +38.1% | -87.9% | -60.3% |
| YTD | +9.6% | +48.0% | -38.4% | -18.6% |
| 1Y | +1.2% | +34.5% | -33.3% | -21.0% |
| 3Y | +128.8% | +38.3% | +90.5% | +74.3% |
| All | +128.8% | +41.6% | +87.2% | +74.3% |
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