-14.4%
SMR vs AUR
+12.6%
-27.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.2% |
| 7D | -11.2% | +1.4% | -12.7% | -11.6% |
| 30D | -10.2% | -6.4% | -3.8% | -8.4% |
| 3M | -10.0% | +7.7% | -17.7% | -12.5% |
| 6M | -30.5% | +44.5% | -74.9% | -38.2% |
| YTD | -39.2% | +67.4% | -106.7% | -48.1% |
| 1Y | -75.5% | +15.4% | -91.0% | -76.2% |
| 3Y | +45.4% | +94.8% | -49.4% | +12.4% |
| All | -14.4% | +12.6% | -27.0% | -40.4% |
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