+24.5%
ALAB vs AUR
-17.4%
+41.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -1.9% |
| 7D | -24.9% | -19.8% | -5.0% | -15.2% |
| 30D | -38.4% | -29.0% | -9.3% | -25.5% |
| 3M | -38.3% | -43.6% | +5.3% | -15.6% |
| 6M | +10.9% | -36.6% | +47.6% | +39.4% |
| YTD | +34.2% | +6.3% | +28.0% | +15.2% |
| 1Y | +24.5% | -9.0% | +33.5% | +21.8% |
| All | +24.5% | -17.4% | +41.9% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling