+80.3%
NDAQ vs AUR
-35.7%
+116.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.7% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | -4.4% | -6.4% | +2.1% | -4.0% |
| 3M | +5.9% | +7.7% | -1.8% | +4.8% |
| 6M | +7.7% | +44.5% | -36.8% | +3.7% |
| YTD | -5.2% | +67.4% | -72.6% | -10.0% |
| 1Y | -3.4% | +15.4% | -18.8% | -5.9% |
| 3Y | +85.6% | +94.8% | -9.2% | +64.3% |
| 5Y | +49.5% | -35.1% | +84.6% | +32.4% |
| All | +80.3% | -35.7% | +116.0% | +60.8% |
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