+32.8%
NET vs AUR
+11.8%
+21.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -7.0% | +8.7% | -15.7% | -8.9% |
| 30D | -4.8% | -5.2% | +0.4% | -3.9% |
| 3M | +3.8% | -7.3% | +11.1% | +4.8% |
| 6M | +50.0% | +41.2% | +8.8% | +34.2% |
| YTD | +41.5% | +65.1% | -23.6% | +17.2% |
| 1Y | +32.8% | +13.4% | +19.4% | +27.7% |
| All | +32.8% | +11.8% | +21.0% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling