+105.5%
B vs AUR
-57.9%
+163.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.4% |
| 7D | -7.3% | -4.5% | -2.8% | -7.0% |
| 30D | -3.3% | -16.6% | +13.3% | -2.3% |
| 3M | -7.8% | -38.5% | +30.7% | -5.1% |
| 6M | -15.5% | -49.9% | +34.3% | -12.2% |
| YTD | -12.3% | +9.6% | -21.9% | -12.8% |
| 1Y | +5.4% | +1.2% | +4.2% | +5.0% |
| 3Y | +165.5% | +128.8% | +36.7% | +148.2% |
| All | +105.5% | -57.9% | +163.4% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling