+211.7%
TER vs AUR
-34.9%
+246.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.7% |
| 7D | +11.0% | +19.2% | -8.3% | +7.2% |
| 30D | -1.9% | -7.8% | +5.9% | -0.5% |
| 3M | -0.7% | +4.0% | -4.7% | -1.3% |
| 6M | +36.4% | +45.0% | -8.6% | +26.7% |
| YTD | +92.4% | +69.5% | +22.9% | +73.6% |
| 1Y | +213.5% | +13.0% | +200.5% | +201.6% |
| 3Y | +277.2% | +90.4% | +186.9% | +193.7% |
| 5Y | +219.1% | -34.2% | +253.3% | +149.2% |
| All | +211.7% | -34.9% | +246.6% | +145.6% |
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