+128.8%
AUR vs ALM
+909.2%
-780.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -11.0% | -4.4% |
| 7D | -4.5% | +1.2% | -5.8% | -4.8% |
| 30D | -16.6% | -19.3% | +2.7% | -14.0% |
| 3M | -38.5% | -40.6% | +2.2% | -33.8% |
| 6M | -49.9% | -57.9% | +8.0% | -44.0% |
| YTD | +9.6% | -6.7% | +16.3% | +10.2% |
| 1Y | +1.2% | +20.2% | -19.0% | -1.5% |
| 3Y | +128.8% | +879.4% | -750.6% | +94.8% |
| All | +128.8% | +909.2% | -780.4% | +94.8% |
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