+50.3%
NDAQ vs AUR
-36.2%
+86.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.1% |
| 7D | -6.8% | +0.2% | -6.9% | -6.8% |
| 30D | -3.2% | -8.9% | +5.8% | -2.6% |
| 3M | +6.5% | +4.6% | +1.9% | +5.7% |
| 6M | +5.7% | +44.9% | -39.1% | +1.7% |
| YTD | -4.6% | +64.8% | -69.5% | -9.4% |
| 1Y | -1.6% | +16.4% | -17.9% | -4.3% |
| 3Y | +86.4% | +85.1% | +1.4% | +65.7% |
| 5Y | +50.3% | -36.1% | +86.5% | +30.6% |
| All | +50.3% | -36.2% | +86.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling