+90.4%
AUR vs ABCL
+105.4%
-15.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +19.2% | +1.4% | +17.8% | +18.7% |
| 30D | -7.8% | +65.1% | -72.9% | -25.5% |
| 3M | +4.0% | +111.1% | -107.1% | -25.6% |
| 6M | +45.0% | +231.6% | -186.6% | -15.2% |
| YTD | +69.5% | +234.5% | -165.0% | -2.1% |
| 1Y | +13.0% | +174.3% | -161.3% | -31.5% |
| 3Y | +90.4% | +111.5% | -21.1% | +13.4% |
| All | +90.4% | +105.4% | -15.0% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling