-35.7%
AUR vs BAH
+0.6%
-36.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +1.4% | +4.3% | -2.8% | +0.5% |
| 30D | -6.4% | -2.5% | -3.9% | -6.0% |
| 3M | +7.7% | -0.9% | +8.6% | +7.7% |
| 6M | +44.5% | +1.5% | +43.0% | +42.5% |
| YTD | +67.4% | -8.0% | +75.4% | +69.1% |
| 1Y | +15.4% | -24.7% | +40.2% | +22.2% |
| 3Y | +94.8% | -28.4% | +123.2% | +94.9% |
| 5Y | -35.1% | +2.8% | -37.9% | -45.4% |
| All | -35.7% | +0.6% | -36.3% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling