+96.6%
V vs AUR
-57.9%
+154.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +0.9% | -4.5% | +5.5% | +1.1% |
| 30D | +9.0% | -16.6% | +25.6% | +9.8% |
| 3M | +16.7% | -38.5% | +55.2% | +19.2% |
| 6M | +33.4% | -49.9% | +83.3% | +37.5% |
| YTD | +22.4% | +9.6% | +12.7% | +19.8% |
| 1Y | +27.7% | +1.2% | +26.5% | +25.5% |
| 3Y | +78.0% | +128.8% | -50.8% | +58.1% |
| 5Y | +108.5% | -57.9% | +166.4% | +95.9% |
| All | +96.6% | -57.9% | +154.5% | +82.9% |
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