+18.9%
NET vs AUR
-33.8%
+52.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.9% | -1.4% |
| 7D | -16.4% | -19.8% | +3.5% | -11.8% |
| 30D | -25.8% | -29.0% | +3.2% | -19.5% |
| 3M | -11.5% | -43.6% | +32.0% | +1.3% |
| 6M | +18.9% | -36.6% | +55.6% | +31.3% |
| All | +18.9% | -33.8% | +52.7% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling