+43.4%
XLK vs AUR
+11.8%
+31.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | +8.7% | -7.9% | -1.0% |
| 30D | +0.7% | -5.2% | +6.0% | +1.6% |
| 3M | -2.9% | -7.3% | +4.4% | -2.1% |
| 6M | +34.3% | +41.2% | -7.0% | +23.2% |
| YTD | +30.4% | +65.1% | -34.7% | +15.6% |
| 1Y | +43.4% | +13.4% | +29.9% | +34.8% |
| All | +43.4% | +11.8% | +31.5% | +34.8% |
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