+305.0%
NET vs AUR
-36.6%
+341.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | +8.7% | -15.7% | -9.2% |
| 30D | -4.8% | -5.2% | +0.4% | -3.9% |
| 3M | +3.8% | -7.3% | +11.1% | +4.7% |
| 6M | +50.0% | +41.2% | +8.8% | +32.6% |
| YTD | +41.5% | +65.1% | -23.6% | +18.4% |
| 1Y | +32.8% | +13.4% | +19.4% | +22.6% |
| 3Y | +335.9% | +98.1% | +237.8% | +159.4% |
| 5Y | +113.8% | -36.0% | +149.9% | +46.8% |
| All | +305.0% | -36.6% | +341.6% | +183.1% |
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