-52.3%
TEAM vs AUR
-35.1%
-17.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -5.2% | +1.4% | -6.6% | -5.6% |
| 30D | +15.8% | -6.4% | +22.2% | +16.7% |
| 3M | +101.5% | +7.7% | +93.8% | +96.1% |
| 6M | +138.2% | +44.5% | +93.7% | +114.6% |
| YTD | +10.8% | +67.4% | -56.6% | -4.1% |
| 1Y | +1.7% | +15.4% | -13.7% | -5.3% |
| 3Y | -16.0% | +94.8% | -110.9% | -43.3% |
| All | -52.3% | -35.1% | -17.2% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling