+70.3%
F vs AUR
-36.6%
+106.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | +8.7% | -3.4% | +4.2% |
| 30D | +4.6% | -5.2% | +9.8% | +5.1% |
| 3M | -3.7% | -7.3% | +3.6% | -3.3% |
| 6M | +16.8% | +41.2% | -24.4% | +11.2% |
| YTD | +15.3% | +65.1% | -49.8% | +7.4% |
| 1Y | +31.0% | +13.4% | +17.6% | +26.8% |
| 3Y | +45.4% | +98.1% | -52.7% | +17.2% |
| 5Y | +54.7% | -36.0% | +90.7% | +21.2% |
| All | +70.3% | -36.6% | +106.9% | +32.5% |
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