-47.9%
U vs AUR
-35.0%
-12.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.4% | +11.1% | -6.7% | +0.6% |
| 30D | -1.3% | -6.9% | +5.6% | +0.3% |
| 3M | +49.6% | +5.5% | +44.1% | +44.9% |
| 6M | +100.2% | +41.0% | +59.2% | +71.1% |
| YTD | -3.7% | +69.3% | -73.0% | -22.8% |
| 1Y | -6.5% | +14.0% | -20.5% | -14.6% |
| 3Y | +12.9% | +90.1% | -77.2% | -35.6% |
| 5Y | -68.3% | -34.4% | -33.9% | -81.1% |
| All | -47.9% | -35.0% | -12.9% | -68.8% |
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