+69.9%
V vs AUR
-34.9%
+104.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -1.9% |
| 7D | -1.1% | +19.2% | -20.3% | -2.0% |
| 30D | +1.9% | -7.8% | +9.7% | +2.2% |
| 3M | +15.5% | +4.0% | +11.5% | +14.9% |
| 6M | +16.6% | +45.0% | -28.4% | +13.2% |
| YTD | +5.7% | +69.5% | -63.8% | +1.5% |
| 1Y | +8.6% | +13.0% | -4.5% | +6.4% |
| 3Y | +52.5% | +90.4% | -37.8% | +38.4% |
| 5Y | +67.1% | -34.2% | +101.3% | +51.8% |
| All | +69.9% | -34.9% | +104.8% | +54.9% |
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