-35.1%
AUR vs BB
-26.5%
-8.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -6.4% | -12.5% | +6.1% | -0.3% |
| 3M | +7.7% | -17.4% | +25.1% | +14.9% |
| 6M | +44.5% | +119.1% | -74.6% | -14.8% |
| YTD | +67.4% | +102.4% | -34.9% | +3.2% |
| 1Y | +15.4% | +98.2% | -82.8% | -29.4% |
| 3Y | +94.8% | +46.9% | +47.9% | +28.5% |
| All | -35.1% | -26.5% | -8.7% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling