+369.5%
ALAB vs AUR
+176.0%
+193.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | -6.2% | +1.4% | -7.6% | -6.6% |
| 30D | -8.7% | -6.4% | -2.2% | -7.4% |
| 3M | -20.7% | +7.7% | -28.5% | -21.8% |
| 6M | +133.5% | +44.5% | +89.0% | +112.0% |
| YTD | +75.1% | +67.4% | +7.6% | +53.8% |
| 1Y | +25.0% | +15.4% | +9.6% | +18.7% |
| All | +369.5% | +176.0% | +193.5% | +301.2% |
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 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