-36.6%
AUR vs ALK
-38.2%
+1.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | +8.7% | -0.7% | +9.4% | +9.3% |
| 30D | -5.2% | -19.2% | +14.0% | +7.4% |
| 3M | -7.3% | -1.5% | -5.8% | -8.8% |
| 6M | +41.2% | -13.1% | +54.3% | +47.1% |
| YTD | +65.1% | -16.4% | +81.5% | +73.9% |
| 1Y | +13.4% | -33.1% | +46.5% | +37.1% |
| 3Y | +98.1% | +0.6% | +97.5% | +60.4% |
| 5Y | -36.0% | -26.4% | -9.6% | -36.9% |
| All | -36.6% | -38.2% | +1.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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