+68.5%
COST vs AUR
+84.2%
-15.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.2% |
| 30D | -4.7% | -6.4% | +1.7% | -4.6% |
| 3M | -7.1% | +7.7% | -14.8% | -7.5% |
| 6M | -8.5% | +44.5% | -53.0% | -10.4% |
| YTD | +5.4% | +67.4% | -62.1% | +2.5% |
| 1Y | -5.6% | +15.4% | -21.1% | -7.0% |
| 3Y | +68.5% | +94.8% | -26.4% | +58.8% |
| All | +68.5% | +84.2% | -15.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling