-5.2%
ABT vs AUR
-35.7%
+30.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.4% |
| 7D | -5.9% | +1.4% | -7.3% | -5.9% |
| 30D | -8.1% | -6.4% | -1.7% | -8.0% |
| 3M | +14.5% | +7.7% | +6.8% | +14.0% |
| 6M | -6.3% | +44.5% | -50.8% | -8.0% |
| YTD | -17.1% | +67.4% | -84.6% | -19.2% |
| 1Y | -21.4% | +15.4% | -36.8% | -22.4% |
| 3Y | +5.9% | +94.8% | -88.9% | -1.9% |
| 5Y | -12.8% | -35.1% | +22.4% | -16.2% |
| All | -5.2% | -35.7% | +30.5% | -8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling