-15.8%
ALB vs AUR
-36.6%
+20.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.5% |
| 7D | -8.1% | +8.7% | -16.8% | -9.8% |
| 30D | +6.3% | -5.2% | +11.5% | +7.0% |
| 3M | -23.6% | -7.3% | -16.3% | -23.1% |
| 6M | -24.6% | +41.2% | -65.8% | -31.4% |
| YTD | -10.3% | +65.1% | -75.4% | -21.0% |
| 1Y | +61.5% | +13.4% | +48.0% | +52.4% |
| 3Y | -34.0% | +98.1% | -132.1% | -52.3% |
| 5Y | -44.6% | -36.0% | -8.6% | -58.8% |
| All | -15.8% | -36.6% | +20.8% | -37.6% |
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