+43.7%
F vs AUR
-34.3%
+78.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | -4.9% | +11.1% | -16.0% | -6.1% |
| 30D | -2.9% | -6.9% | +4.0% | -2.2% |
| 3M | -9.1% | +5.5% | -14.6% | -10.1% |
| 6M | +12.9% | +41.0% | -28.1% | +7.5% |
| YTD | +6.1% | +69.3% | -63.2% | -1.5% |
| 1Y | +22.5% | +14.0% | +8.5% | +18.5% |
| 3Y | +32.1% | +90.1% | -58.0% | +7.0% |
| 5Y | +43.7% | -34.4% | +78.1% | +10.8% |
| All | +43.7% | -34.3% | +78.0% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling