+107.7%
COST vs AUR
-35.1%
+142.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -4.7% | -6.4% | +1.7% | -4.5% |
| 3M | -7.1% | +7.7% | -14.8% | -7.8% |
| 6M | -8.5% | +44.5% | -53.0% | -11.1% |
| YTD | +5.4% | +67.4% | -62.1% | +1.3% |
| 1Y | -5.6% | +15.4% | -21.1% | -7.6% |
| 3Y | +68.5% | +94.8% | -26.4% | +52.2% |
| All | +107.7% | -35.1% | +142.8% | +86.9% |
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