-0.3%
SPOT vs AUR
-17.4%
+17.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +4.6% |
| 7D | +16.6% | -19.8% | +36.4% | +16.7% |
| 30D | +29.9% | -29.0% | +59.0% | +30.6% |
| 3M | +31.3% | -43.6% | +74.8% | +32.3% |
| 6M | +43.2% | -36.6% | +79.9% | +42.8% |
| YTD | +8.1% | +6.3% | +1.8% | +4.0% |
| 1Y | -0.3% | -9.0% | +8.7% | -4.7% |
| All | -0.3% | -17.4% | +17.1% | -4.7% |
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