-36.7%
AUR vs AGI
+318.1%
-354.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.6% |
| 7D | +0.2% | -5.3% | +5.4% | +1.8% |
| 30D | -8.9% | +6.8% | -15.7% | -10.8% |
| 3M | +4.6% | +8.3% | -3.7% | +1.0% |
| 6M | +44.9% | -29.2% | +74.1% | +58.8% |
| YTD | +64.8% | -7.3% | +72.1% | +65.6% |
| 1Y | +16.4% | +8.0% | +8.3% | +11.2% |
| 3Y | +85.1% | +206.6% | -121.5% | +28.5% |
| 5Y | -36.1% | +398.1% | -434.3% | -59.3% |
| All | -36.7% | +318.1% | -354.8% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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