+358.3%
DELL vs AUR
+17.8%
+340.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.4% |
| 7D | +8.2% | +1.4% | +6.8% | +7.8% |
| 30D | +17.1% | -6.4% | +23.5% | +19.0% |
| 3M | +45.2% | +7.7% | +37.5% | +41.1% |
| 6M | +286.8% | +44.5% | +242.3% | +247.7% |
| YTD | +354.8% | +67.4% | +287.3% | +293.4% |
| 1Y | +358.3% | +15.4% | +342.8% | +332.1% |
| All | +358.3% | +17.8% | +340.5% | +332.1% |
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