+97.2%
NI vs AUR
-35.1%
+132.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | 0.0% | +1.4% | -1.4% | 0.0% |
| 30D | -1.4% | -6.4% | +5.0% | -1.3% |
| 3M | -10.6% | +7.7% | -18.3% | -10.8% |
| 6M | -9.3% | +44.5% | -53.8% | -10.4% |
| YTD | +1.1% | +67.4% | -66.3% | -0.5% |
| 1Y | +3.4% | +15.4% | -12.1% | +2.5% |
| 3Y | +67.9% | +94.8% | -27.0% | +60.9% |
| All | +97.2% | -35.1% | +132.2% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling