-16.1%
TEAM vs AUR
+81.4%
-97.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | -7.8% | +0.2% | -7.9% | -7.8% |
| 30D | +16.5% | -8.9% | +25.5% | +17.8% |
| 3M | +96.2% | +4.6% | +91.5% | +93.3% |
| 6M | +130.2% | +44.9% | +85.3% | +113.1% |
| YTD | +10.7% | +64.8% | -54.1% | -0.1% |
| 1Y | +3.0% | +16.4% | -13.3% | -2.4% |
| All | -16.1% | +81.4% | -97.5% | -42.6% |
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 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