+109.1%
TER vs AUR
-57.9%
+167.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.7% |
| 7D | +14.4% | -4.5% | +18.9% | +15.5% |
| 30D | -30.6% | -16.6% | -13.9% | -28.0% |
| 3M | -39.2% | -38.5% | -0.7% | -33.4% |
| 6M | -31.3% | -49.9% | +18.6% | -21.9% |
| YTD | +29.1% | +9.6% | +19.4% | +26.4% |
| 1Y | +47.4% | +1.2% | +46.2% | +46.2% |
| 3Y | +191.2% | +128.8% | +62.4% | +123.4% |
| 5Y | +74.0% | -57.9% | +131.9% | +47.6% |
| All | +109.1% | -57.9% | +167.0% | +78.8% |
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 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