-35.7%
AUR vs BB
-9.0%
-26.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.8% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -6.4% | -12.5% | +6.1% | -1.1% |
| 3M | +7.7% | -17.4% | +25.1% | +14.2% |
| 6M | +44.5% | +119.1% | -74.6% | -6.8% |
| YTD | +67.4% | +102.4% | -34.9% | +12.1% |
| 1Y | +15.4% | +98.2% | -82.8% | -23.1% |
| 3Y | +94.8% | +46.9% | +47.9% | +37.1% |
| 5Y | -35.1% | -26.4% | -8.7% | -49.0% |
| All | -35.7% | -9.0% | -26.7% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling