+253.4%
AG vs AUR
+84.2%
+169.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | -6.7% | +1.4% | -8.1% | -7.0% |
| 30D | +2.2% | -6.4% | +8.6% | +3.3% |
| 3M | +15.7% | +7.7% | +8.0% | +13.5% |
| 6M | -23.8% | +44.5% | -68.3% | -29.0% |
| YTD | +17.6% | +67.4% | -49.8% | +7.4% |
| 1Y | +88.6% | +15.4% | +73.2% | +80.9% |
| 3Y | +253.4% | +94.8% | +158.6% | +161.7% |
| All | +253.4% | +84.2% | +169.2% | +161.7% |
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