-73.1%
SMR vs AUR
+11.8%
-84.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +4.4% | +8.7% | -4.3% | -3.8% |
| 30D | +3.4% | -5.2% | +8.6% | +6.7% |
| 3M | -19.2% | -7.3% | -11.9% | -15.6% |
| 6M | -22.6% | +41.2% | -63.9% | -50.0% |
| YTD | -31.5% | +65.1% | -96.6% | -63.6% |
| 1Y | -73.1% | +13.4% | -86.5% | -76.6% |
| All | -73.1% | +11.8% | -84.9% | -76.6% |
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