-54.0%
AUR vs ACWI
+71.9%
-125.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | -1.8% |
| 7D | +12.7% | -0.7% | +13.4% | +14.1% |
| 30D | -18.7% | -2.0% | -16.7% | -14.8% |
| 3M | -33.8% | -2.2% | -31.7% | -29.8% |
| 6M | -36.6% | +1.9% | -38.5% | -38.3% |
| YTD | +19.8% | +12.0% | +7.8% | -6.0% |
| 1Y | +8.0% | +12.5% | -4.5% | -16.1% |
| 3Y | +153.4% | +75.4% | +78.0% | -22.6% |
| 5Y | -54.0% | +61.5% | -115.5% | -82.6% |
| All | -54.0% | +71.9% | -125.9% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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