+46.4%
IR vs AUR
-35.7%
+82.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -4.5% | +1.4% | -5.9% | -4.6% |
| 30D | -13.9% | -6.4% | -7.5% | -13.5% |
| 3M | -0.3% | +7.7% | -8.1% | -1.5% |
| 6M | -14.3% | +44.5% | -58.8% | -18.4% |
| YTD | -7.9% | +67.4% | -75.3% | -13.7% |
| 1Y | -9.9% | +15.4% | -25.3% | -12.8% |
| 3Y | +6.5% | +94.8% | -88.3% | -9.1% |
| 5Y | +34.0% | -35.1% | +69.1% | +13.7% |
| All | +46.4% | -35.7% | +82.1% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling