-36.1%
AUR vs ALC
-19.4%
-16.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -0.4% |
| 7D | +0.2% | -7.7% | +7.8% | +6.6% |
| 30D | -8.9% | -11.7% | +2.8% | +0.3% |
| 3M | +4.6% | +0.7% | +4.0% | +2.2% |
| 6M | +44.9% | -17.1% | +61.9% | +64.1% |
| YTD | +64.8% | -15.1% | +80.0% | +82.5% |
| 1Y | +16.4% | -14.1% | +30.5% | +25.8% |
| 3Y | +85.1% | -18.2% | +103.2% | +109.8% |
| 5Y | -36.1% | -19.2% | -17.0% | -25.8% |
| All | -36.1% | -19.4% | -16.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling