-85.6%
SMR vs AUR
-17.4%
-68.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | 0.0% | -0.9% |
| 7D | -9.5% | -19.8% | +10.3% | +6.1% |
| 30D | -33.2% | -29.0% | -4.2% | -13.4% |
| 3M | -45.9% | -43.6% | -2.4% | -16.3% |
| 6M | -57.9% | -36.6% | -21.2% | -43.1% |
| YTD | -63.8% | +6.3% | -70.0% | -72.4% |
| 1Y | -85.6% | -9.0% | -76.6% | -86.7% |
| All | -85.6% | -17.4% | -68.2% | -86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling