-9.9%
NI vs AUR
+37.3%
-47.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.6% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -1.4% | -8.9% | +7.5% | -1.5% |
| 3M | -10.6% | +4.6% | -15.2% | -10.3% |
| 6M | -9.9% | +44.9% | -54.8% | -7.9% |
| All | -9.9% | +37.3% | -47.2% | -7.9% |
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