+29.4%
AG vs AUR
-36.7%
+66.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.2% | -4.5% |
| 7D | -5.8% | +0.2% | -6.0% | -5.8% |
| 30D | +6.4% | -8.9% | +15.3% | +7.7% |
| 3M | +28.4% | +4.6% | +23.7% | +27.1% |
| 6M | -24.5% | +44.9% | -69.3% | -28.4% |
| YTD | +21.2% | +64.8% | -43.7% | +13.3% |
| 1Y | +114.1% | +16.4% | +97.7% | +108.0% |
| 3Y | +268.0% | +85.1% | +183.0% | +209.3% |
| 5Y | +67.3% | -36.1% | +103.5% | +31.3% |
| All | +29.4% | -36.7% | +66.1% | +0.2% |
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