-9.0%
AUR vs BB
+88.0%
-97.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.0% | -11.4% | -6.2% |
| 7D | -19.8% | -6.8% | -13.0% | -18.4% |
| 30D | -29.0% | -3.5% | -25.5% | -28.7% |
| 3M | -43.6% | -1.2% | -42.3% | -43.8% |
| 6M | -36.6% | +57.0% | -93.6% | -44.5% |
| YTD | +6.3% | +131.1% | -124.9% | -21.5% |
| 1Y | -9.0% | +87.6% | -96.6% | -22.7% |
| All | -9.0% | +88.0% | -97.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling