-9.0%
AUR vs ADVB
-76.7%
+67.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -4.5% |
| 7D | -19.8% | -29.5% | +9.7% | -20.2% |
| 30D | -29.0% | -66.9% | +37.8% | -30.5% |
| 3M | -43.6% | -73.7% | +30.1% | -44.9% |
| 6M | -36.6% | -64.8% | +28.1% | -39.1% |
| YTD | +6.3% | -64.0% | +70.3% | +5.9% |
| 1Y | -9.0% | -77.0% | +67.9% | -6.3% |
| All | -9.0% | -76.7% | +67.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling