-4.9%
EQT vs AUR
-17.4%
+12.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.3% | -3.0% |
| 7D | -6.6% | -19.8% | +13.3% | -5.6% |
| 30D | +2.7% | -29.0% | +31.8% | +4.3% |
| 3M | -0.2% | -43.6% | +43.4% | +2.5% |
| 6M | -10.6% | -36.6% | +26.1% | -9.5% |
| YTD | -1.2% | +6.3% | -7.4% | -7.3% |
| 1Y | -4.9% | -9.0% | +4.2% | -8.1% |
| All | -4.9% | -17.4% | +12.6% | -8.1% |
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