-42.6%
DOW vs AUR
-35.0%
-7.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -6.0% | +11.1% | -17.1% | -6.7% |
| 30D | -2.7% | -6.9% | +4.1% | -2.4% |
| 3M | -10.5% | +5.5% | -16.0% | -11.2% |
| 6M | -12.4% | +41.0% | -53.4% | -15.6% |
| YTD | +30.0% | +69.3% | -39.2% | +23.5% |
| 1Y | +27.8% | +14.0% | +13.8% | +24.6% |
| 3Y | -34.9% | +90.1% | -125.0% | -41.4% |
| 5Y | -35.9% | -34.4% | -1.5% | -46.2% |
| All | -42.6% | -35.0% | -7.6% | -52.3% |
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