+196.6%
B vs AUR
+86.2%
+110.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.0% | +11.1% | -10.1% | 0.0% |
| 30D | +9.5% | -6.9% | +16.4% | +10.1% |
| 3M | +14.3% | +5.5% | +8.8% | +13.3% |
| 6M | -1.9% | +41.0% | -42.9% | -5.4% |
| YTD | +4.1% | +69.3% | -65.2% | -1.1% |
| 1Y | +56.1% | +14.0% | +42.1% | +51.9% |
| All | +196.6% | +86.2% | +110.3% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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