-17.6%
TEAM vs AUR
-35.0%
+17.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.7% | +11.1% | -15.8% | -6.8% |
| 30D | +17.0% | -6.9% | +23.9% | +18.1% |
| 3M | +85.9% | +5.5% | +80.4% | +81.9% |
| 6M | +116.7% | +41.0% | +75.7% | +96.3% |
| YTD | +9.6% | +69.3% | -59.6% | -5.3% |
| 1Y | -2.5% | +14.0% | -16.6% | -9.0% |
| 3Y | -14.0% | +90.1% | -104.0% | -41.4% |
| 5Y | -53.1% | -34.4% | -18.7% | -65.4% |
| All | -17.6% | -35.0% | +17.4% | -39.1% |
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