+46.1%
DE vs AUR
-17.4%
+63.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.1% | +1.9% |
| 7D | +5.6% | -19.8% | +25.4% | +7.1% |
| 30D | -0.8% | -29.0% | +28.2% | +1.5% |
| 3M | +9.8% | -43.6% | +53.4% | +14.7% |
| 6M | +17.5% | -36.6% | +54.2% | +20.8% |
| YTD | +46.5% | +6.3% | +40.2% | +43.4% |
| 1Y | +46.1% | -9.0% | +55.1% | +42.7% |
| All | +46.1% | -17.4% | +63.5% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling