+58.5%
D vs AUR
+86.2%
-27.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.4% | +11.1% | -11.6% | -0.6% |
| 30D | -2.1% | -6.9% | +4.8% | -2.0% |
| 3M | -0.7% | +5.5% | -6.3% | -0.9% |
| 6M | +5.6% | +41.0% | -35.4% | +4.8% |
| YTD | +14.6% | +69.3% | -54.7% | +13.3% |
| 1Y | +15.3% | +14.0% | +1.3% | +14.9% |
| All | +58.5% | +86.2% | -27.7% | +37.8% |
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