+1,810.5%
FIX vs AUR
-36.6%
+1,847.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +6.0% | +8.7% | -2.7% | +4.7% |
| 30D | -7.2% | -5.2% | -2.0% | -6.7% |
| 3M | -15.9% | -7.3% | -8.5% | -15.2% |
| 6M | +12.7% | +41.2% | -28.5% | +6.9% |
| YTD | +72.8% | +65.1% | +7.7% | +60.1% |
| 1Y | +122.9% | +13.4% | +109.5% | +115.5% |
| 3Y | +774.3% | +98.1% | +676.2% | +648.9% |
| 5Y | +2,049.5% | -36.0% | +2,085.5% | +1,642.5% |
| All | +1,810.5% | -36.6% | +1,847.1% | +1,442.2% |
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 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