+89.8%
RF vs AUR
-34.2%
+124.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.4% |
| 7D | +2.7% | +19.2% | -16.6% | +0.9% |
| 30D | -3.4% | -7.8% | +4.4% | -2.8% |
| 3M | +6.4% | +4.0% | +2.4% | +5.4% |
| 6M | +13.4% | +45.0% | -31.6% | +7.7% |
| YTD | +14.2% | +69.5% | -55.3% | +6.4% |
| 1Y | +15.7% | +13.0% | +2.7% | +11.9% |
| 3Y | +91.3% | +90.4% | +1.0% | +62.8% |
| 5Y | +89.8% | -34.2% | +123.9% | +52.1% |
| All | +89.8% | -34.2% | +124.0% | +52.1% |
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