+1,816.2%
FIX vs AUR
-35.0%
+1,851.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +3.5% | +11.1% | -7.6% | +2.0% |
| 30D | -3.5% | -6.9% | +3.4% | -2.7% |
| 3M | -11.8% | +5.5% | -17.3% | -12.6% |
| 6M | +17.8% | +41.0% | -23.2% | +11.7% |
| YTD | +73.3% | +69.3% | +4.0% | +60.0% |
| 1Y | +128.1% | +14.0% | +114.1% | +120.4% |
| 3Y | +772.7% | +90.1% | +682.6% | +649.9% |
| 5Y | +2,166.5% | -34.4% | +2,200.9% | +1,731.0% |
| All | +1,816.2% | -35.0% | +1,851.2% | +1,441.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling