+9.1%
IR vs AUR
-17.4%
+26.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.1% |
| 7D | +11.6% | -19.8% | +31.4% | +13.6% |
| 30D | +7.2% | -29.0% | +36.2% | +10.4% |
| 3M | -5.9% | -43.6% | +37.7% | -0.9% |
| 6M | +11.5% | -36.6% | +48.1% | +14.9% |
| YTD | +6.3% | +6.3% | +0.1% | -0.3% |
| 1Y | +9.1% | -9.0% | +18.1% | +4.3% |
| All | +9.1% | -17.4% | +26.5% | +4.3% |
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