+16.2%
FIX vs AUR
+1.4%
+14.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -1.2% |
| 7D | +16.9% | +7.9% | +9.0% | +14.4% |
| 30D | -30.6% | -18.5% | -12.1% | -26.8% |
| 3M | -35.1% | -36.7% | +1.6% | -26.9% |
| 6M | -44.0% | -39.8% | -4.3% | -36.9% |
| YTD | +21.0% | +13.3% | +7.8% | +12.4% |
| 1Y | +16.2% | +2.8% | +13.3% | +10.9% |
| All | +16.2% | +1.4% | +14.8% | +10.9% |
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