-36.7%
AUR vs ABCL
-63.8%
+27.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.3% | +2.7% | -0.6% |
| 7D | +0.2% | -9.6% | +9.8% | +4.0% |
| 30D | -8.9% | +7.2% | -16.1% | -12.5% |
| 3M | +4.6% | +105.5% | -100.9% | -27.0% |
| 6M | +44.9% | +193.0% | -148.1% | -14.7% |
| YTD | +64.8% | +205.8% | -141.0% | -5.8% |
| 1Y | +16.4% | +144.4% | -128.0% | -29.1% |
| 3Y | +85.1% | +93.3% | -8.3% | +11.1% |
| 5Y | -36.1% | -44.9% | +8.8% | -48.6% |
| All | -36.7% | -63.8% | +27.1% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling