+278.4%
TER vs AUR
+81.4%
+197.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.0% |
| 7D | +9.4% | +0.2% | +9.2% | +9.4% |
| 30D | -2.4% | -8.9% | +6.5% | -0.7% |
| 3M | +6.5% | +4.6% | +1.9% | +5.7% |
| 6M | +23.2% | +44.9% | -21.7% | +14.3% |
| YTD | +91.5% | +64.8% | +26.6% | +73.2% |
| 1Y | +214.8% | +16.4% | +198.4% | +200.6% |
| All | +278.4% | +81.4% | +197.0% | +169.8% |
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