+40.4%
AUR vs AS
+134.9%
-94.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +9.0% | +9.3% |
| 7D | +1.1% | +6.9% | -5.8% | -1.2% |
| 30D | -22.9% | +16.0% | -38.9% | -26.8% |
| 3M | -35.0% | -12.8% | -22.1% | -32.4% |
| 6M | -39.3% | -15.4% | -24.0% | -36.6% |
| YTD | +14.8% | -15.7% | +30.6% | +19.5% |
| 1Y | +4.3% | +6.1% | -1.8% | +0.4% |
| All | +40.4% | +134.9% | -94.4% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling