-57.9%
AUR vs ALK
-43.4%
-14.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.4% |
| 7D | -4.5% | -1.2% | -3.4% | -3.8% |
| 30D | -16.6% | +7.7% | -24.3% | -21.2% |
| 3M | -38.5% | -19.0% | -19.5% | -31.1% |
| 6M | -49.9% | -0.2% | -49.7% | -52.2% |
| YTD | +9.6% | -23.5% | +33.1% | +20.3% |
| 1Y | +1.2% | -9.1% | +10.3% | -1.4% |
| 3Y | +128.8% | +12.0% | +116.8% | +64.5% |
| 5Y | -57.9% | -30.9% | -27.0% | -56.8% |
| All | -57.9% | -43.4% | -14.5% | -56.8% |
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