-9.0%
AUR vs APD
+36.4%
-45.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.3% |
| 7D | -19.8% | +3.8% | -23.6% | -19.6% |
| 30D | -29.0% | +14.1% | -43.1% | -28.6% |
| 3M | -43.6% | +8.2% | -51.8% | -43.3% |
| 6M | -36.6% | +7.5% | -44.2% | -36.7% |
| YTD | +6.3% | +31.7% | -25.4% | +8.5% |
| 1Y | -9.0% | +35.1% | -44.1% | -7.3% |
| All | -9.0% | +36.4% | -45.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling