+1,279.9%
BE vs AUR
-34.9%
+1,314.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.8% |
| 7D | +29.8% | +19.2% | +10.5% | +23.3% |
| 30D | +26.4% | -7.8% | +34.2% | +29.3% |
| 3M | +9.3% | +4.0% | +5.3% | +8.1% |
| 6M | +105.1% | +45.0% | +60.1% | +82.5% |
| YTD | +219.0% | +69.5% | +149.5% | +171.2% |
| 1Y | +418.8% | +13.0% | +405.7% | +392.2% |
| 3Y | +1,784.6% | +90.4% | +1,694.2% | +1,146.2% |
| 5Y | +1,251.0% | -34.2% | +1,285.2% | +782.3% |
| All | +1,279.9% | -34.9% | +1,314.8% | +811.2% |
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 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