-4.1%
EW vs AUR
-34.9%
+30.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -3.7% |
| 7D | -4.4% | +19.2% | -23.7% | -5.8% |
| 30D | -3.3% | -7.8% | +4.4% | -2.9% |
| 3M | +1.0% | +4.0% | -3.0% | +0.3% |
| 6M | +6.2% | +45.0% | -38.8% | +2.1% |
| YTD | +1.7% | +69.5% | -67.8% | -3.7% |
| 1Y | +8.1% | +13.0% | -4.9% | +5.3% |
| 3Y | +17.1% | +90.4% | -73.3% | +0.2% |
| 5Y | -29.4% | -34.2% | +4.8% | -37.6% |
| All | -4.1% | -34.9% | +30.8% | -14.6% |
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