+61.6%
F vs AUR
-36.7%
+98.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.6% | +5.8% | +3.5% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | -0.7% | -8.9% | +8.2% | +0.2% |
| 3M | -1.9% | +4.6% | -6.5% | -2.9% |
| 6M | +16.1% | +44.9% | -28.8% | +10.1% |
| YTD | +9.5% | +64.8% | -55.4% | +2.0% |
| 1Y | +27.2% | +16.4% | +10.8% | +22.7% |
| 3Y | +36.3% | +85.1% | -48.8% | +10.9% |
| 5Y | +49.3% | -36.1% | +85.4% | +16.9% |
| All | +61.6% | -36.7% | +98.3% | +25.8% |
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