-9.0%
AUR vs ABCL
+138.2%
-147.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.7% |
| 7D | -19.8% | -10.0% | -9.9% | -17.6% |
| 30D | -29.0% | -10.9% | -18.2% | -27.0% |
| 3M | -43.6% | +101.6% | -145.2% | -56.4% |
| 6M | -36.6% | +167.5% | -204.2% | -59.4% |
| YTD | +6.3% | +259.1% | -252.8% | -42.4% |
| 1Y | -9.0% | +152.2% | -161.2% | -45.9% |
| All | -9.0% | +138.2% | -147.2% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling