+365.7%
ALAB vs AUR
+179.4%
+186.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.7% | -9.6% | -7.7% |
| 7D | +3.2% | +19.2% | -16.0% | -1.9% |
| 30D | -13.6% | -7.8% | -5.8% | -12.0% |
| 3M | -16.6% | +4.0% | -20.6% | -17.1% |
| 6M | +142.3% | +45.0% | +97.3% | +119.8% |
| YTD | +73.6% | +69.5% | +4.1% | +51.9% |
| 1Y | +33.7% | +13.0% | +20.6% | +27.1% |
| All | +365.7% | +179.4% | +186.3% | +296.4% |
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