+1,278.2%
FIX vs AUR
-54.0%
+1,332.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.9% |
| 7D | +6.4% | +12.7% | -6.3% | +4.7% |
| 30D | -29.1% | -18.7% | -10.4% | -27.1% |
| 3M | -31.1% | -33.8% | +2.7% | -27.4% |
| 6M | -42.8% | -36.6% | -6.2% | -39.6% |
| YTD | +24.6% | +19.8% | +4.9% | +20.4% |
| 1Y | +21.9% | +8.0% | +14.0% | +19.2% |
| 3Y | +524.9% | +153.4% | +371.5% | +434.1% |
| 5Y | +1,092.2% | -54.0% | +1,146.2% | +929.0% |
| All | +1,278.2% | -54.0% | +1,332.2% | +1,060.3% |
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