+122.9%
FIX vs AUR
+11.8%
+111.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +8.7% | -2.7% | +3.3% |
| 30D | -7.2% | -5.2% | -2.0% | -6.0% |
| 3M | -15.9% | -7.3% | -8.5% | -14.7% |
| 6M | +12.7% | +41.2% | -28.5% | +0.6% |
| YTD | +72.8% | +65.1% | +7.7% | +45.9% |
| 1Y | +122.9% | +13.4% | +109.5% | +103.6% |
| All | +122.9% | +11.8% | +111.1% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling