-62.8%
W vs AUR
-36.2%
-26.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | -5.6% | -8.9% | +3.3% | -3.1% |
| 3M | +41.9% | +4.6% | +37.3% | +38.5% |
| 6M | +30.2% | +44.9% | -14.6% | +10.0% |
| YTD | -2.9% | +64.8% | -67.8% | -22.7% |
| 1Y | +11.6% | +16.4% | -4.8% | -1.2% |
| 3Y | +37.0% | +85.1% | -48.1% | -23.7% |
| 5Y | -62.8% | -36.1% | -26.7% | -79.4% |
| All | -62.8% | -36.2% | -26.6% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling