-34.9%
AUR vs ALC
+2.2%
-37.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.6% | +4.1% |
| 7D | +19.2% | -3.7% | +22.9% | +22.5% |
| 30D | -7.8% | -3.7% | -4.0% | -5.5% |
| 3M | +4.0% | +4.6% | -0.6% | -1.2% |
| 6M | +45.0% | -14.6% | +59.6% | +59.8% |
| YTD | +69.5% | -11.9% | +81.4% | +81.4% |
| 1Y | +13.0% | -13.1% | +26.2% | +21.3% |
| 3Y | +90.4% | -15.0% | +105.4% | +109.7% |
| 5Y | -34.2% | -16.2% | -18.0% | -29.6% |
| All | -34.9% | +2.2% | -37.1% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling