-68.9%
W vs AUR
-34.9%
-34.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.4% |
| 7D | +6.5% | +19.2% | -12.7% | 0.0% |
| 30D | -6.2% | -7.8% | +1.6% | -4.2% |
| 3M | +48.9% | +4.0% | +44.9% | +45.5% |
| 6M | +31.2% | +45.0% | -13.8% | +10.7% |
| YTD | -0.4% | +69.5% | -70.0% | -21.5% |
| 1Y | +14.8% | +13.0% | +1.8% | +2.7% |
| 3Y | +40.5% | +90.4% | -49.8% | -22.5% |
| 5Y | -62.1% | -34.2% | -28.0% | -78.6% |
| All | -68.9% | -34.9% | -34.0% | -82.5% |
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