-6.4%
T vs AUR
-17.4%
+11.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +1.9% |
| 7D | +5.5% | -19.8% | +25.3% | +4.5% |
| 30D | -8.9% | -29.0% | +20.1% | -10.1% |
| 3M | -5.6% | -43.6% | +38.0% | -7.7% |
| 6M | -14.3% | -36.6% | +22.4% | -15.1% |
| YTD | -7.9% | +6.3% | -14.2% | -5.2% |
| 1Y | -6.4% | -9.0% | +2.6% | -4.3% |
| All | -6.4% | -17.4% | +11.0% | -4.3% |
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