+38.4%
F vs AUR
+86.5%
-48.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.5% |
| 7D | +1.2% | +19.2% | -18.1% | -0.9% |
| 30D | +1.2% | -7.8% | +9.0% | +2.0% |
| 3M | -5.7% | +4.0% | -9.6% | -6.5% |
| 6M | +17.9% | +45.0% | -27.0% | +12.7% |
| YTD | +10.4% | +69.5% | -59.1% | +3.6% |
| 1Y | +25.3% | +13.0% | +12.3% | +21.8% |
| All | +38.4% | +86.5% | -48.2% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling