+35.8%
XYZ vs AUR
+0.7%
+35.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.5% |
| 7D | -1.1% | -4.5% | +3.5% | -0.1% |
| 30D | +11.5% | -16.6% | +28.1% | +15.1% |
| 3M | +1.8% | -38.5% | +40.2% | +11.4% |
| 6M | +21.2% | -49.9% | +71.1% | +37.9% |
| YTD | +29.9% | +9.6% | +20.3% | +14.3% |
| 1Y | +35.8% | +1.2% | +34.6% | +21.1% |
| All | +35.8% | +0.7% | +35.0% | +21.1% |
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