-36.6%
AUR vs ACWI
+76.7%
-113.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +8.7% | +0.5% | +8.3% | +7.7% |
| 30D | -5.2% | +0.9% | -6.1% | -6.6% |
| 3M | -7.3% | +2.4% | -9.7% | -11.3% |
| 6M | +41.2% | +12.4% | +28.8% | +9.2% |
| YTD | +65.1% | +15.2% | +49.9% | +21.0% |
| 1Y | +13.4% | +22.7% | -9.3% | -28.4% |
| 3Y | +98.1% | +75.8% | +22.3% | -40.0% |
| 5Y | -36.0% | +67.7% | -103.7% | -77.4% |
| All | -36.6% | +76.7% | -113.3% | -77.6% |
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