+132.0%
C vs AUR
-34.3%
+166.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +2.6% | +11.1% | -8.5% | +1.6% |
| 30D | +1.9% | -6.9% | +8.8% | +2.4% |
| 3M | +2.8% | +5.5% | -2.7% | +1.9% |
| 6M | +30.6% | +41.0% | -10.4% | +25.1% |
| YTD | +19.9% | +69.3% | -49.4% | +12.8% |
| 1Y | +44.6% | +14.0% | +30.5% | +40.4% |
| 3Y | +272.1% | +90.1% | +182.1% | +230.0% |
| 5Y | +132.0% | -34.4% | +166.4% | +91.2% |
| All | +132.0% | -34.3% | +166.3% | +91.2% |
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 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