+41.3%
T vs AUR
-35.0%
+76.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -3.1% | +11.1% | -14.2% | -3.1% |
| 30D | +4.6% | -6.9% | +11.5% | +4.6% |
| 3M | +12.2% | +5.5% | +6.7% | +12.2% |
| 6M | -6.5% | +41.0% | -47.5% | -6.7% |
| YTD | +4.9% | +69.3% | -64.4% | +4.4% |
| 1Y | -10.5% | +14.0% | -24.5% | -10.6% |
| 3Y | +104.6% | +90.1% | +14.5% | +99.7% |
| 5Y | +64.2% | -34.4% | +98.6% | +48.4% |
| All | +41.3% | -35.0% | +76.3% | +28.3% |
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 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