-63.4%
XYZ vs AUR
-35.7%
-27.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -4.3% | +1.4% | -5.7% | -4.7% |
| 30D | +1.2% | -6.4% | +7.6% | +2.5% |
| 3M | +14.6% | +7.7% | +6.9% | +10.9% |
| 6M | +22.6% | +44.5% | -21.9% | +7.4% |
| YTD | +21.7% | +67.4% | -45.8% | +1.9% |
| 1Y | +6.7% | +15.4% | -8.7% | -2.0% |
| 3Y | +46.8% | +94.8% | -48.0% | -10.6% |
| 5Y | -68.0% | -35.1% | -32.9% | -77.3% |
| All | -63.4% | -35.7% | -27.7% | -73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling