+358.7%
ALAB vs AUR
+171.7%
+187.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -8.8% | -8.9% | +0.1% | -6.8% |
| 3M | -14.0% | +4.6% | -18.6% | -14.5% |
| 6M | +144.3% | +44.9% | +99.4% | +121.8% |
| YTD | +71.0% | +64.8% | +6.2% | +50.9% |
| 1Y | +23.5% | +16.4% | +7.1% | +17.2% |
| All | +358.7% | +171.7% | +187.0% | +293.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling