+118.2%
B vs AUR
-36.6%
+154.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +8.7% | -10.3% | -2.1% |
| 30D | +9.4% | -5.2% | +14.7% | +9.7% |
| 3M | +5.0% | -7.3% | +12.3% | +5.2% |
| 6M | -3.5% | +41.2% | -44.7% | -5.8% |
| YTD | +4.5% | +65.1% | -60.6% | +1.2% |
| 1Y | +67.8% | +13.4% | +54.4% | +65.1% |
| 3Y | +196.7% | +98.1% | +98.6% | +174.5% |
| 5Y | +151.9% | -36.0% | +188.0% | +119.7% |
| All | +118.2% | -36.6% | +154.8% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling