-57.0%
AUR vs S
-71.1%
+14.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -4.5% | +2.0% | -6.5% | -5.5% |
| 30D | -16.6% | -2.7% | -13.9% | -15.9% |
| 3M | -38.5% | -6.9% | -31.6% | -38.1% |
| 6M | -49.9% | +38.1% | -87.9% | -60.3% |
| YTD | +9.6% | +48.0% | -38.4% | -18.5% |
| 1Y | +1.2% | +34.5% | -33.3% | -21.2% |
| 3Y | +128.8% | +38.3% | +90.5% | +69.4% |
| All | -57.0% | -71.1% | +14.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling