+2.9%
LOW vs AUR
-36.7%
+39.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | -11.1% | -8.9% | -2.2% | -10.6% |
| 3M | -8.5% | +4.6% | -13.1% | -9.2% |
| 6M | -20.8% | +44.9% | -65.7% | -24.1% |
| YTD | -17.2% | +64.8% | -82.1% | -21.7% |
| 1Y | -24.7% | +16.4% | -41.1% | -27.0% |
| 3Y | -9.7% | +85.1% | -94.8% | -22.2% |
| 5Y | +6.0% | -36.1% | +42.1% | -10.2% |
| All | +2.9% | -36.7% | +39.6% | -12.3% |
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 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