-34.6%
AUR vs ADVB
-97.4%
+62.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.2% |
| 7D | +6.6% | -4.1% | +10.6% | +6.5% |
| 30D | -22.0% | -60.3% | +38.3% | -22.3% |
| 3M | -34.8% | -73.3% | +38.5% | -35.3% |
| 6M | -35.7% | -65.9% | +30.2% | -37.6% |
| YTD | +18.5% | -63.9% | +82.4% | +15.0% |
| 1Y | +4.4% | -74.1% | +78.5% | +2.2% |
| All | -34.6% | -97.4% | +62.7% | -19.3% |
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