-69.3%
W vs AUR
-35.7%
-33.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.6% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | -4.2% | -6.4% | +2.2% | -2.7% |
| 3M | +26.9% | +7.7% | +19.2% | +22.7% |
| 6M | +31.2% | +44.5% | -13.3% | +11.0% |
| YTD | -1.8% | +67.4% | -69.3% | -22.3% |
| 1Y | +9.3% | +15.4% | -6.1% | -2.9% |
| 3Y | +33.2% | +94.8% | -61.6% | -27.2% |
| 5Y | -62.4% | -35.1% | -27.3% | -78.6% |
| All | -69.3% | -35.7% | -33.6% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling