+44.4%
F vs AUR
-54.0%
+98.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -2.1% | +12.7% | -14.9% | -3.6% |
| 30D | +3.3% | -18.7% | +22.0% | +5.4% |
| 3M | -11.3% | -33.8% | +22.5% | -7.5% |
| 6M | +5.3% | -36.6% | +42.0% | +10.0% |
| YTD | -2.2% | +19.8% | -22.0% | -5.9% |
| 1Y | -3.5% | +8.0% | -11.5% | -6.2% |
| 3Y | +49.5% | +153.4% | -103.9% | +16.5% |
| 5Y | -13.5% | -54.0% | +40.5% | -29.7% |
| All | +44.4% | -54.0% | +98.4% | +16.1% |
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