+1,221.0%
FIX vs AUR
-57.9%
+1,278.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | +9.4% | -4.5% | +14.0% | +10.2% |
| 30D | -27.8% | -16.6% | -11.1% | -25.9% |
| 3M | -35.6% | -38.5% | +2.9% | -31.3% |
| 6M | -45.2% | -49.9% | +4.7% | -40.2% |
| YTD | +19.5% | +9.6% | +9.8% | +16.9% |
| 1Y | +24.2% | +1.2% | +23.0% | +22.6% |
| 3Y | +494.2% | +128.8% | +365.4% | +414.9% |
| 5Y | +1,036.1% | -57.9% | +1,094.0% | +893.2% |
| All | +1,221.0% | -57.9% | +1,278.9% | +1,026.4% |
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