+98.3%
C vs AUR
-57.9%
+156.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | +4.2% | -4.5% | +8.7% | +4.6% |
| 30D | +2.0% | -16.6% | +18.6% | +3.4% |
| 3M | -10.1% | -38.5% | +28.3% | -6.5% |
| 6M | +1.0% | -49.9% | +50.9% | +6.7% |
| YTD | +8.5% | +9.6% | -1.2% | +5.8% |
| 1Y | +25.7% | +1.2% | +24.5% | +23.4% |
| 3Y | +216.0% | +128.8% | +87.2% | +179.0% |
| 5Y | +112.3% | -57.9% | +170.2% | +82.9% |
| All | +98.3% | -57.9% | +156.2% | +70.0% |
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