+20.1%
W vs AUR
+11.8%
+8.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | -4.2% | +8.7% | -12.9% | -6.0% |
| 30D | -7.6% | -5.2% | -2.3% | -6.8% |
| 3M | +37.2% | -7.3% | +44.5% | +38.9% |
| 6M | +26.3% | +41.2% | -14.9% | +16.6% |
| YTD | -1.0% | +65.1% | -66.1% | -11.5% |
| 1Y | +20.1% | +13.4% | +6.7% | +16.2% |
| All | +20.1% | +11.8% | +8.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling