-6.5%
AUR vs ADVB
-88.8%
+82.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.8% | +6.5% | +2.7% |
| 7D | +19.2% | -14.0% | +33.2% | +19.1% |
| 30D | -7.8% | +41.0% | -48.8% | -7.7% |
| 3M | +4.0% | +127.9% | -123.9% | +1.7% |
| 6M | +45.0% | +101.3% | -56.4% | +40.3% |
| YTD | +69.5% | +53.8% | +15.8% | +65.8% |
| 1Y | +13.0% | +4.4% | +8.6% | +10.7% |
| All | -6.5% | -88.8% | +82.3% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling