-35.1%
AUR vs A
-14.3%
-20.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | -0.6% |
| 7D | +1.4% | -2.6% | +4.0% | +3.5% |
| 30D | -6.4% | -0.9% | -5.5% | -5.9% |
| 3M | +7.7% | +13.6% | -5.9% | -4.7% |
| 6M | +44.5% | +27.8% | +16.7% | +13.0% |
| YTD | +67.4% | +8.6% | +58.8% | +51.8% |
| 1Y | +15.4% | +16.9% | -1.4% | -4.0% |
| 3Y | +94.8% | +32.9% | +61.9% | +36.7% |
| All | -35.1% | -14.3% | -20.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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