+121.5%
FIX vs AUR
+17.8%
+103.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.8% |
| 7D | +5.0% | +1.4% | +3.6% | +4.6% |
| 30D | -2.7% | -6.4% | +3.7% | -0.9% |
| 3M | -8.2% | +7.7% | -15.9% | -10.5% |
| 6M | +20.3% | +44.5% | -24.2% | +5.9% |
| YTD | +81.4% | +67.4% | +14.0% | +50.5% |
| 1Y | +121.5% | +15.4% | +106.1% | +105.1% |
| All | +121.5% | +17.8% | +103.7% | +105.1% |
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