-35.7%
AUR vs ALM
+687.7%
-723.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +2.3% |
| 7D | +1.4% | -11.8% | +13.3% | +2.8% |
| 30D | -6.4% | +7.8% | -14.2% | -7.4% |
| 3M | +7.7% | -9.3% | +17.0% | +8.0% |
| 6M | +44.5% | -30.5% | +75.0% | +47.1% |
| YTD | +67.4% | +75.8% | -8.4% | +57.0% |
| 1Y | +15.4% | +241.2% | -225.7% | +2.7% |
| 3Y | +94.8% | +1,872.6% | -1,777.8% | +53.4% |
| 5Y | -35.1% | +849.6% | -884.7% | -47.7% |
| All | -35.7% | +687.7% | -723.4% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling