-34.9%
AUR vs BAH
-4.5%
-30.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.9% |
| 7D | +19.2% | -4.3% | +23.6% | +20.3% |
| 30D | -7.8% | -4.5% | -3.3% | -7.0% |
| 3M | +4.0% | -7.6% | +11.6% | +5.6% |
| 6M | +45.0% | -10.6% | +55.6% | +47.8% |
| YTD | +69.5% | -12.6% | +82.1% | +73.1% |
| 1Y | +13.0% | -27.0% | +40.0% | +20.4% |
| 3Y | +90.4% | -31.5% | +121.8% | +92.0% |
| 5Y | -34.2% | -3.8% | -30.4% | -44.0% |
| All | -34.9% | -4.5% | -30.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling