+11.3%
UL vs AUR
-35.0%
+46.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.2% | +11.1% | -14.3% | -3.3% |
| 30D | -0.6% | -6.9% | +6.3% | -0.5% |
| 3M | +9.4% | +5.5% | +3.9% | +9.3% |
| 6M | -4.1% | +41.0% | -45.1% | -4.7% |
| YTD | -2.0% | +69.3% | -71.2% | -2.8% |
| 1Y | -9.0% | +14.0% | -23.0% | -9.3% |
| 3Y | +21.8% | +90.1% | -68.2% | +17.2% |
| 5Y | +20.6% | -34.4% | +55.0% | +15.2% |
| All | +11.3% | -35.0% | +46.3% | +6.9% |
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