+384.5%
ALAB vs AUR
+179.0%
+205.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +9.6% | +11.1% | -1.5% | +6.4% |
| 30D | -5.3% | -6.9% | +1.6% | -3.8% |
| 3M | -12.0% | +5.5% | -17.6% | -12.9% |
| 6M | +145.7% | +41.0% | +104.7% | +124.3% |
| YTD | +80.7% | +69.3% | +11.4% | +58.2% |
| 1Y | +40.1% | +14.0% | +26.1% | +33.0% |
| All | +384.5% | +179.0% | +205.5% | +312.7% |
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