+96.7%
SPY vs AUR
-34.9%
+131.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | +0.5% | +19.2% | -18.7% | -1.0% |
| 30D | -0.9% | -7.8% | +6.8% | -0.4% |
| 3M | +3.9% | +4.0% | -0.1% | +3.2% |
| 6M | +14.5% | +45.0% | -30.5% | +10.0% |
| YTD | +12.9% | +69.5% | -56.6% | +6.8% |
| 1Y | +19.4% | +13.0% | +6.3% | +16.3% |
| 3Y | +78.5% | +90.4% | -11.9% | +57.1% |
| 5Y | +81.8% | -34.2% | +115.9% | +58.1% |
| All | +96.7% | -34.9% | +131.6% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling