+120.4%
XLK vs AUR
+84.2%
+36.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.1% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -0.6% | -6.4% | +5.8% | 0.0% |
| 3M | +2.6% | +7.7% | -5.1% | +1.3% |
| 6M | +34.0% | +44.5% | -10.5% | +27.3% |
| YTD | +30.7% | +67.4% | -36.8% | +21.8% |
| 1Y | +39.2% | +15.4% | +23.8% | +34.4% |
| 3Y | +120.4% | +94.8% | +25.6% | +88.3% |
| All | +120.4% | +84.2% | +36.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling