+1.2%
AUR vs AS
-3.7%
+4.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -4.5% | -4.9% | +0.3% | -3.1% |
| 30D | -16.6% | +3.9% | -20.5% | -17.7% |
| 3M | -38.5% | -9.6% | -28.8% | -36.3% |
| 6M | -49.9% | -8.7% | -41.2% | -48.8% |
| YTD | +9.6% | -19.8% | +29.5% | +14.6% |
| 1Y | +1.2% | -1.5% | +2.7% | +2.7% |
| All | +1.2% | -3.7% | +4.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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