+119.6%
RF vs AUR
+136.0%
-16.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.3% | +1.6% |
| 7D | -0.1% | +9.9% | -10.1% | -1.2% |
| 30D | +7.0% | -20.2% | +27.3% | +9.2% |
| 3M | -7.0% | -34.1% | +27.1% | -3.5% |
| 6M | +6.8% | -34.3% | +41.1% | +10.1% |
| YTD | +9.9% | +21.1% | -11.2% | +4.8% |
| 1Y | +21.1% | +7.6% | +13.5% | +16.8% |
| 3Y | +119.6% | +159.8% | -40.2% | +45.3% |
| All | +119.6% | +136.0% | -16.4% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling