+148.2%
MAR vs AUR
-35.7%
+183.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -0.5% | +1.4% | -2.0% | -0.7% |
| 30D | -5.4% | -6.4% | +1.0% | -5.0% |
| 3M | -15.5% | +7.7% | -23.2% | -16.6% |
| 6M | +3.0% | +44.5% | -41.5% | -1.9% |
| YTD | +8.5% | +67.4% | -58.9% | +1.7% |
| 1Y | +26.0% | +15.4% | +10.5% | +21.7% |
| 3Y | +68.6% | +94.8% | -26.2% | +44.3% |
| 5Y | +157.4% | -35.1% | +192.5% | +112.9% |
| All | +148.2% | -35.7% | +183.9% | +105.1% |
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