+94.8%
AUR vs Z
-36.5%
+131.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.6% |
| 7D | +1.4% | -6.0% | +7.5% | +4.6% |
| 30D | -6.4% | -2.3% | -4.1% | -6.5% |
| 3M | +7.7% | -0.6% | +8.3% | +5.1% |
| 6M | +44.5% | -27.6% | +72.1% | +68.4% |
| YTD | +67.4% | -52.4% | +119.8% | +147.5% |
| 1Y | +15.4% | -63.6% | +79.0% | +100.1% |
| 3Y | +94.8% | -36.4% | +131.2% | +95.7% |
| All | +94.8% | -36.5% | +131.4% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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