+120.3%
C vs AUR
-36.7%
+157.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +2.0% | -8.9% | +10.9% | +2.7% |
| 3M | +4.4% | +4.6% | -0.3% | +3.5% |
| 6M | +28.3% | +44.9% | -16.5% | +22.7% |
| YTD | +20.5% | +64.8% | -44.4% | +13.6% |
| 1Y | +45.5% | +16.4% | +29.2% | +41.1% |
| 3Y | +274.0% | +85.1% | +188.9% | +232.5% |
| 5Y | +136.1% | -36.1% | +172.3% | +96.6% |
| All | +120.3% | -36.7% | +157.0% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling