-36.6%
AUR vs ABCL
-60.4%
+23.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +8.7% | +0.7% | +8.0% | +8.5% |
| 30D | -5.2% | +93.1% | -98.3% | -30.1% |
| 3M | -7.3% | +79.4% | -86.7% | -31.3% |
| 6M | +41.2% | +214.9% | -173.7% | -19.1% |
| YTD | +65.1% | +234.2% | -169.1% | -8.7% |
| 1Y | +13.4% | +174.8% | -161.3% | -34.0% |
| 3Y | +98.1% | +104.5% | -6.3% | +16.7% |
| 5Y | -36.0% | -39.0% | +3.0% | -50.2% |
| All | -36.6% | -60.4% | +23.8% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling