+50.9%
XYZ vs AUR
+90.4%
-39.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -3.7% |
| 7D | +2.9% | +19.2% | -16.4% | -0.7% |
| 30D | +1.4% | -7.8% | +9.2% | +2.7% |
| 3M | +14.6% | +4.0% | +10.6% | +12.6% |
| 6M | +20.8% | +45.0% | -24.2% | +9.5% |
| YTD | +23.1% | +69.5% | -46.5% | +7.9% |
| 1Y | +5.6% | +13.0% | -7.4% | -0.5% |
| 3Y | +50.9% | +90.4% | -39.4% | -8.2% |
| All | +50.9% | +90.4% | -39.4% | -8.2% |
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