+1,056.6%
FIX vs AUR
-53.7%
+1,110.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.4% | +4.0% | +8.6% |
| 7D | -7.2% | +9.9% | -17.2% | -8.3% |
| 30D | -35.1% | -20.2% | -14.9% | -33.1% |
| 3M | -34.3% | -34.1% | -0.1% | -30.6% |
| 6M | -42.9% | -34.3% | -8.6% | -40.0% |
| YTD | +19.5% | +21.1% | -1.6% | +15.2% |
| 1Y | +16.8% | +7.6% | +9.1% | +14.2% |
| 3Y | +506.7% | +159.8% | +346.9% | +418.0% |
| All | +1,056.6% | -53.7% | +1,110.4% | +919.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling