-42.8%
FIX vs AUR
-33.8%
-9.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.7% |
| 7D | +6.4% | +12.7% | -6.3% | +2.5% |
| 30D | -29.1% | -18.7% | -10.4% | -25.5% |
| 3M | -31.1% | -33.8% | +2.7% | -23.1% |
| 6M | -42.8% | -36.6% | -6.2% | -37.2% |
| All | -42.8% | -33.8% | -9.0% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling