+1,264.4%
BE vs AUR
-35.1%
+1,299.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.2% |
| 7D | +9.0% | +1.4% | +7.6% | +8.7% |
| 30D | +16.3% | -6.4% | +22.7% | +18.5% |
| 3M | +10.8% | +7.7% | +3.1% | +8.5% |
| 6M | +73.2% | +44.5% | +28.7% | +54.4% |
| YTD | +217.4% | +67.4% | +149.9% | +170.9% |
| 1Y | +309.8% | +15.4% | +294.4% | +287.6% |
| 3Y | +1,726.2% | +94.8% | +1,631.3% | +1,100.2% |
| All | +1,264.4% | -35.1% | +1,299.5% | +768.7% |
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 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