+97.0%
AUR vs ALC
-16.2%
+113.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | +11.1% | -5.3% | +16.4% | +15.3% |
| 30D | -6.9% | -7.1% | +0.2% | -2.2% |
| 3M | +5.5% | +0.8% | +4.7% | +3.3% |
| 6M | +41.0% | -16.0% | +57.0% | +59.1% |
| YTD | +69.3% | -12.7% | +82.0% | +83.7% |
| 1Y | +14.0% | -12.8% | +26.9% | +22.5% |
| All | +97.0% | -16.2% | +113.2% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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