-36.1%
AUR vs ALM
+856.4%
-892.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -1.5% |
| 7D | +0.2% | -7.1% | +7.3% | +1.0% |
| 30D | -8.9% | +24.7% | -33.6% | -11.4% |
| 3M | +4.6% | +8.3% | -3.7% | +2.9% |
| 6M | +44.9% | -22.2% | +67.0% | +45.8% |
| YTD | +64.8% | +88.1% | -23.2% | +53.1% |
| 1Y | +16.4% | +272.4% | -256.0% | +2.2% |
| 3Y | +85.1% | +2,004.1% | -1,919.0% | +43.1% |
| 5Y | -36.1% | +915.8% | -951.9% | -47.1% |
| All | -36.1% | +856.4% | -892.5% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling