-34.9%
AUR vs Z
-71.9%
+37.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.4% | +9.1% | +6.2% |
| 7D | +19.2% | -3.3% | +22.5% | +21.2% |
| 30D | -7.8% | -3.7% | -4.1% | -7.0% |
| 3M | +4.0% | -7.0% | +11.0% | +5.4% |
| 6M | +45.0% | -29.5% | +74.5% | +70.9% |
| YTD | +69.5% | -52.6% | +122.1% | +146.7% |
| 1Y | +13.0% | -64.0% | +77.0% | +91.4% |
| 3Y | +90.4% | -36.4% | +126.8% | +124.0% |
| 5Y | -34.2% | -65.8% | +31.6% | -25.4% |
| All | -34.9% | -71.9% | +37.0% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling