-57.0%
AUR vs ALM
+410.2%
-467.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -11.0% | -4.2% |
| 7D | -4.5% | +1.2% | -5.8% | -4.7% |
| 30D | -16.6% | -19.3% | +2.7% | -14.6% |
| 3M | -38.5% | -40.6% | +2.2% | -34.8% |
| 6M | -49.9% | -57.9% | +8.0% | -45.3% |
| YTD | +9.6% | -6.7% | +16.3% | +10.3% |
| 1Y | +1.2% | +20.2% | -19.0% | -0.6% |
| 3Y | +128.8% | +879.4% | -750.6% | +92.8% |
| All | -57.0% | +410.2% | -467.2% | -62.6% |
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 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