+97.0%
AUR vs ALM
+2,150.5%
-2,053.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +0.4% |
| 7D | +11.1% | +3.6% | +7.5% | +10.6% |
| 30D | -6.9% | +33.8% | -40.7% | -10.5% |
| 3M | +5.5% | +14.8% | -9.3% | +2.8% |
| 6M | +41.0% | -7.0% | +48.0% | +39.0% |
| YTD | +69.3% | +108.1% | -38.8% | +54.0% |
| 1Y | +14.0% | +313.8% | -299.7% | -2.1% |
| All | +97.0% | +2,150.5% | -2,053.5% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling