-36.1%
AUR vs Z
-66.6%
+30.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.0% |
| 7D | +0.2% | -11.6% | +11.7% | +7.1% |
| 30D | -8.9% | -8.5% | -0.5% | -5.5% |
| 3M | +4.6% | -7.9% | +12.5% | +6.7% |
| 6M | +44.9% | -29.1% | +73.9% | +70.9% |
| YTD | +64.8% | -54.2% | +119.0% | +148.3% |
| 1Y | +16.4% | -63.5% | +79.9% | +99.4% |
| 3Y | +85.1% | -38.6% | +123.7% | +122.0% |
| 5Y | -36.1% | -66.0% | +29.8% | -25.6% |
| All | -36.1% | -66.6% | +30.4% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling