-61.8%
XYZ vs AUR
-36.6%
-25.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.0% | +8.7% | -9.7% | -3.2% |
| 30D | -1.7% | -5.2% | +3.5% | -0.8% |
| 3M | +16.7% | -7.3% | +24.1% | +17.5% |
| 6M | +26.9% | +41.2% | -14.3% | +11.8% |
| YTD | +27.1% | +65.1% | -38.0% | +7.0% |
| 1Y | +9.3% | +13.4% | -4.2% | +0.9% |
| 3Y | +42.3% | +98.1% | -55.9% | -14.2% |
| 5Y | -69.3% | -36.0% | -33.3% | -78.1% |
| All | -61.8% | -36.6% | -25.2% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling