+58.2%
RF vs AUR
-54.5%
+112.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +0.3% | +6.6% | -6.2% | -0.3% |
| 30D | +6.2% | -22.0% | +28.1% | +8.4% |
| 3M | -7.8% | -34.8% | +27.0% | -4.5% |
| 6M | +5.9% | -35.7% | +41.7% | +9.3% |
| YTD | +9.0% | +18.5% | -9.5% | +4.8% |
| 1Y | +19.3% | +4.4% | +14.9% | +15.9% |
| 3Y | +116.4% | +150.7% | -34.3% | +80.3% |
| 5Y | +46.0% | -53.6% | +99.6% | +21.2% |
| All | +58.2% | -54.5% | +112.7% | +30.0% |
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