+155.3%
AAPL vs AUR
-35.0%
+190.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.0% | +11.1% | -14.1% | -4.0% |
| 30D | +2.3% | -6.9% | +9.2% | +2.8% |
| 3M | +8.6% | +5.5% | +3.1% | +7.4% |
| 6M | +21.6% | +41.0% | -19.4% | +15.7% |
| YTD | +16.3% | +69.3% | -53.0% | +8.2% |
| 1Y | +35.1% | +14.0% | +21.0% | +30.4% |
| 3Y | +79.4% | +90.1% | -10.7% | +50.4% |
| 5Y | +109.8% | -34.4% | +144.3% | +74.1% |
| All | +155.3% | -35.0% | +190.3% | +114.1% |
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 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