-9.9%
LOW vs AUR
+84.2%
-94.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -3.7% | +1.4% | -5.2% | -3.8% |
| 30D | -8.9% | -6.4% | -2.5% | -8.6% |
| 3M | -10.4% | +7.7% | -18.1% | -11.2% |
| 6M | -19.4% | +44.5% | -63.9% | -22.4% |
| YTD | -17.1% | +67.4% | -84.6% | -21.3% |
| 1Y | -26.3% | +15.4% | -41.7% | -28.2% |
| 3Y | -9.9% | +94.8% | -104.7% | -30.6% |
| All | -9.9% | +84.2% | -94.1% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling