-35.7%
AUR vs AU
+423.7%
-459.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +1.4% | -4.3% | +5.7% | +2.4% |
| 30D | -6.4% | +7.3% | -13.7% | -8.1% |
| 3M | +7.7% | +26.3% | -18.6% | +1.4% |
| 6M | +44.5% | +1.8% | +42.7% | +41.7% |
| YTD | +67.4% | +26.8% | +40.6% | +56.1% |
| 1Y | +15.4% | +66.7% | -51.2% | +1.2% |
| 3Y | +94.8% | +579.1% | -484.2% | +21.3% |
| 5Y | -35.1% | +689.3% | -724.4% | -62.4% |
| All | -35.7% | +423.7% | -459.4% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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