+5.5%
D vs AUR
-36.6%
+42.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.5% | +8.7% | -7.3% | +1.3% |
| 30D | -2.6% | -5.2% | +2.6% | -2.5% |
| 3M | 0.0% | -7.3% | +7.3% | 0.0% |
| 6M | +7.4% | +41.2% | -33.8% | +6.5% |
| YTD | +15.9% | +65.1% | -49.2% | +14.6% |
| 1Y | +18.1% | +13.4% | +4.7% | +17.5% |
| 3Y | +58.4% | +98.1% | -39.7% | +52.1% |
| 5Y | +5.2% | -36.0% | +41.2% | -3.0% |
| All | +5.5% | -36.6% | +42.1% | -3.2% |
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