+1,238.4%
FIX vs AUR
-56.5%
+1,294.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.1% |
| 7D | +16.9% | +7.9% | +9.0% | +15.7% |
| 30D | -30.6% | -18.5% | -12.1% | -28.6% |
| 3M | -35.1% | -36.7% | +1.6% | -31.1% |
| 6M | -44.0% | -39.8% | -4.3% | -40.4% |
| YTD | +21.0% | +13.3% | +7.8% | +17.9% |
| 1Y | +16.2% | +2.8% | +13.3% | +14.3% |
| 3Y | +506.9% | +139.7% | +367.2% | +422.8% |
| 5Y | +1,051.1% | -56.5% | +1,107.6% | +901.5% |
| All | +1,238.4% | -56.5% | +1,294.9% | +1,035.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling