+1,611.9%
BE vs AUR
+81.4%
+1,530.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.3% |
| 7D | +9.7% | +0.2% | +9.6% | +9.8% |
| 30D | +22.4% | -8.9% | +31.3% | +25.5% |
| 3M | +10.4% | +4.6% | +5.7% | +9.1% |
| 6M | +67.9% | +44.9% | +23.0% | +51.0% |
| YTD | +197.5% | +64.8% | +132.6% | +158.8% |
| 1Y | +310.6% | +16.4% | +294.2% | +288.3% |
| All | +1,611.9% | +81.4% | +1,530.5% | +804.2% |
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