-34.9%
AUR vs ALM
+872.3%
-907.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.8% | -6.1% | +1.7% |
| 7D | +19.2% | +8.4% | +10.8% | +18.1% |
| 30D | -7.8% | +34.8% | -42.6% | -11.0% |
| 3M | +4.0% | +16.2% | -12.2% | +1.5% |
| 6M | +45.0% | +2.1% | +42.9% | +42.0% |
| YTD | +69.5% | +117.0% | -47.5% | +55.3% |
| 1Y | +13.0% | +313.9% | -300.8% | -1.7% |
| 3Y | +90.4% | +2,327.9% | -2,237.6% | +46.5% |
| 5Y | -34.2% | +1,040.6% | -1,074.8% | -48.2% |
| All | -34.9% | +872.3% | -907.2% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling