+229.2%
TER vs AUR
+17.8%
+211.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +6.4% | +1.4% | +4.9% | +5.8% |
| 30D | -5.7% | -6.4% | +0.7% | -3.3% |
| 3M | -0.4% | +7.7% | -8.1% | -3.1% |
| 6M | +25.8% | +44.5% | -18.7% | +7.3% |
| YTD | +96.4% | +67.4% | +29.0% | +55.8% |
| 1Y | +229.2% | +15.4% | +213.8% | +195.3% |
| All | +229.2% | +17.8% | +211.5% | +195.3% |
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 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