-9.0%
AUR vs ALM
+44.8%
-53.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.7% |
| 7D | -19.8% | -6.4% | -13.5% | -18.6% |
| 30D | -29.0% | -35.0% | +5.9% | -22.0% |
| 3M | -43.6% | -33.8% | -9.8% | -38.6% |
| 6M | -36.6% | -55.0% | +18.4% | -27.3% |
| YTD | +6.3% | -0.2% | +6.5% | +6.5% |
| 1Y | -9.0% | +41.8% | -50.8% | -14.1% |
| All | -9.0% | +44.8% | -53.8% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling