-66.5%
U vs AUR
-35.1%
-31.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.0% |
| 7D | +5.5% | +1.4% | +4.1% | +5.0% |
| 30D | -1.3% | -6.4% | +5.1% | +0.2% |
| 3M | +64.6% | +7.7% | +56.9% | +58.3% |
| 6M | +119.4% | +44.5% | +74.9% | +86.0% |
| YTD | -0.5% | +67.4% | -67.9% | -19.9% |
| 1Y | +1.3% | +15.4% | -14.1% | -7.9% |
| 3Y | +15.6% | +94.8% | -79.2% | -34.8% |
| All | -66.5% | -35.1% | -31.4% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling