+130.4%
SPOT vs AUR
-35.7%
+166.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | +7.4% | -6.4% | +13.8% | +8.0% |
| 3M | +8.2% | +7.7% | +0.5% | +5.9% |
| 6M | +2.2% | +44.5% | -42.3% | -5.7% |
| YTD | -9.5% | +67.4% | -76.9% | -19.0% |
| 1Y | -23.8% | +15.4% | -39.3% | -28.2% |
| 3Y | +233.5% | +94.8% | +138.6% | +146.7% |
| 5Y | +112.2% | -35.1% | +147.3% | +63.4% |
| All | +130.4% | -35.7% | +166.1% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling