+50.7%
IR vs AUR
-34.9%
+85.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.9% |
| 7D | +0.6% | +19.2% | -18.6% | -1.1% |
| 30D | -13.6% | -7.8% | -5.8% | -13.1% |
| 3M | +3.7% | +4.0% | -0.3% | +2.8% |
| 6M | -13.1% | +45.0% | -58.0% | -17.2% |
| YTD | -5.1% | +69.5% | -74.6% | -11.2% |
| 1Y | -6.5% | +13.0% | -19.5% | -9.4% |
| 3Y | +8.5% | +90.4% | -81.8% | -7.2% |
| 5Y | +43.3% | -34.2% | +77.5% | +21.4% |
| All | +50.7% | -34.9% | +85.6% | +27.4% |
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