+20.7%
XYZ vs AUR
-17.4%
+38.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.4% | +19.8% | +16.2% |
| 7D | +16.5% | -19.8% | +36.4% | +21.4% |
| 30D | +15.0% | -29.0% | +44.0% | +22.8% |
| 3M | +3.5% | -43.6% | +47.1% | +15.4% |
| 6M | +21.9% | -36.6% | +58.5% | +29.3% |
| YTD | +34.6% | +6.3% | +28.4% | +18.7% |
| 1Y | +20.7% | -9.0% | +29.8% | +9.6% |
| All | +20.7% | -17.4% | +38.1% | +9.6% |
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 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