+43.2%
TER vs AUR
-17.4%
+60.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.4% | -4.9% |
| 7D | -19.9% | -19.8% | 0.0% | -12.2% |
| 30D | -43.5% | -29.0% | -14.5% | -35.1% |
| 3M | -37.8% | -43.6% | +5.8% | -22.1% |
| 6M | -25.6% | -36.6% | +11.1% | -11.9% |
| YTD | +29.8% | +6.3% | +23.6% | +21.5% |
| 1Y | +43.2% | -9.0% | +52.2% | +41.5% |
| All | +43.2% | -17.4% | +60.6% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling