-35.1%
AUR vs ATI
+1,029.4%
-1,064.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -5.6% | +7.1% | +4.6% |
| 30D | -6.4% | -13.7% | +7.3% | +1.2% |
| 3M | +7.7% | -0.4% | +8.1% | +7.2% |
| 6M | +44.5% | +26.2% | +18.3% | +25.6% |
| YTD | +67.4% | +73.2% | -5.8% | +22.1% |
| 1Y | +15.4% | +161.6% | -146.2% | -33.4% |
| 3Y | +94.8% | +346.2% | -251.3% | -19.0% |
| All | -35.1% | +1,029.4% | -1,064.5% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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