+85.6%
NDAQ vs AUR
-35.0%
+120.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.6% | +11.1% | -12.7% | -2.4% |
| 30D | -1.5% | -6.9% | +5.4% | -1.1% |
| 3M | +8.0% | +5.5% | +2.5% | +7.2% |
| 6M | +7.7% | +41.0% | -33.3% | +3.8% |
| YTD | -2.3% | +69.3% | -71.6% | -7.4% |
| 1Y | +0.6% | +14.0% | -13.5% | -2.0% |
| 3Y | +90.9% | +90.1% | +0.9% | +69.3% |
| 5Y | +52.5% | -34.4% | +86.9% | +35.0% |
| All | +85.6% | -35.0% | +120.6% | +65.4% |
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