+40.4%
F vs AUR
-57.9%
+98.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | -3.1% | -4.5% | +1.4% | -2.6% |
| 30D | 0.0% | -16.6% | +16.7% | +1.8% |
| 3M | -13.2% | -38.5% | +25.2% | -8.7% |
| 6M | -10.2% | -49.9% | +39.7% | -3.7% |
| YTD | -4.9% | +9.6% | -14.6% | -7.6% |
| 1Y | -6.1% | +1.2% | -7.3% | -8.0% |
| 3Y | +46.0% | +128.8% | -82.8% | +15.2% |
| 5Y | -15.7% | -57.9% | +42.2% | -30.8% |
| All | +40.4% | -57.9% | +98.3% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling