+59.1%
RF vs AUR
-57.9%
+117.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.5% |
| 7D | +1.9% | -4.5% | +6.5% | +2.4% |
| 30D | +7.3% | -16.6% | +24.0% | +8.9% |
| 3M | -7.9% | -38.5% | +30.5% | -4.1% |
| 6M | +10.5% | -49.9% | +60.4% | +17.0% |
| YTD | +9.6% | +9.6% | 0.0% | +6.1% |
| 1Y | +20.3% | +1.2% | +19.1% | +17.2% |
| 3Y | +119.5% | +128.8% | -9.3% | +84.5% |
| 5Y | +48.2% | -57.9% | +106.1% | +24.1% |
| All | +59.1% | -57.9% | +117.0% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling