+40.3%
F vs AUR
-56.5%
+96.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.6% | -2.2% |
| 7D | -3.9% | +7.9% | -11.8% | -4.8% |
| 30D | -0.5% | -18.5% | +18.1% | +1.5% |
| 3M | -12.9% | -36.7% | +23.8% | -8.7% |
| 6M | +1.5% | -39.8% | +41.3% | +6.7% |
| YTD | -5.0% | +13.3% | -18.3% | -8.0% |
| 1Y | -7.3% | +2.8% | -10.2% | -9.4% |
| 3Y | +45.3% | +139.7% | -94.4% | +14.0% |
| 5Y | -15.8% | -56.5% | +40.7% | -31.1% |
| All | +40.3% | -56.5% | +96.8% | +13.5% |
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