+46.5%
T vs AUR
-35.7%
+82.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.0% |
| 7D | +1.5% | +1.4% | +0.1% | +1.5% |
| 30D | +7.5% | -6.4% | +13.9% | +7.5% |
| 3M | +14.8% | +7.7% | +7.1% | +14.7% |
| 6M | -1.7% | +44.5% | -46.2% | -2.0% |
| YTD | +8.7% | +67.4% | -58.8% | +8.2% |
| 1Y | -7.5% | +15.4% | -22.9% | -7.6% |
| 3Y | +110.2% | +94.8% | +15.4% | +105.1% |
| 5Y | +71.6% | -35.1% | +106.8% | +55.2% |
| All | +46.5% | -35.7% | +82.2% | +33.0% |
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