+322.4%
NET vs AUR
+90.7%
+231.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.9% | -1.7% |
| 7D | -16.4% | -19.8% | +3.5% | -12.9% |
| 30D | -25.8% | -29.0% | +3.2% | -21.0% |
| 3M | -11.5% | -43.6% | +32.0% | -2.2% |
| 6M | +18.9% | -36.6% | +55.6% | +27.7% |
| YTD | +35.2% | +6.3% | +29.0% | +30.1% |
| 1Y | +14.5% | -9.0% | +23.5% | +13.2% |
| All | +322.4% | +90.7% | +231.8% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling