+67.7%
RF vs AUR
-36.6%
+104.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.3% | +8.7% | -7.4% | +0.4% |
| 30D | -3.6% | -5.2% | +1.6% | -3.3% |
| 3M | +8.1% | -7.3% | +15.4% | +8.3% |
| 6M | +11.5% | +41.2% | -29.7% | +6.2% |
| YTD | +15.6% | +65.1% | -49.5% | +8.0% |
| 1Y | +15.7% | +13.4% | +2.3% | +11.8% |
| 3Y | +86.9% | +98.1% | -11.2% | +58.4% |
| 5Y | +89.8% | -36.0% | +125.8% | +53.4% |
| All | +67.7% | -36.6% | +104.3% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling