+106.1%
T vs AUR
+81.4%
+24.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +4.3% | -8.9% | +13.2% | +4.2% |
| 3M | +11.6% | +4.6% | +6.9% | +11.6% |
| 6M | -5.6% | +44.9% | -50.4% | -5.3% |
| YTD | +6.6% | +64.8% | -58.3% | +6.9% |
| 1Y | -8.4% | +16.4% | -24.7% | -8.1% |
| All | +106.1% | +81.4% | +24.7% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling