+8.4%
D vs AUR
-57.9%
+66.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.4% | -4.5% | +3.2% | -1.3% |
| 30D | +7.7% | -16.6% | +24.4% | +7.9% |
| 3M | -0.3% | -38.5% | +38.2% | +0.3% |
| 6M | +10.1% | -49.9% | +59.9% | +10.9% |
| YTD | +19.1% | +9.6% | +9.4% | +18.3% |
| 1Y | +15.9% | +1.2% | +14.7% | +15.3% |
| 3Y | +75.0% | +128.8% | -53.8% | +67.4% |
| 5Y | +13.4% | -57.9% | +71.3% | +5.8% |
| All | +8.4% | -57.9% | +66.3% | 0.0% |
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 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