-68.4%
XYZ vs AUR
-34.3%
-34.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.7% | +11.1% | -14.8% | -6.5% |
| 30D | +0.5% | -6.9% | +7.4% | +2.0% |
| 3M | +16.3% | +5.5% | +10.7% | +13.1% |
| 6M | +21.1% | +41.0% | -19.9% | +6.8% |
| YTD | +22.0% | +69.3% | -47.3% | +1.9% |
| 1Y | +5.2% | +14.0% | -8.9% | -3.1% |
| 3Y | +49.6% | +90.1% | -40.5% | -8.2% |
| 5Y | -68.4% | -34.4% | -34.0% | -78.5% |
| All | -68.4% | -34.3% | -34.2% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling