-9.0%
AUR vs BBWI
+2.4%
-11.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.6% | -5.0% |
| 7D | -19.8% | +8.8% | -28.6% | -20.8% |
| 30D | -29.0% | +34.8% | -63.9% | -32.1% |
| 3M | -43.6% | +12.9% | -56.5% | -44.7% |
| 6M | -36.6% | +29.6% | -66.2% | -39.5% |
| YTD | +6.3% | +20.8% | -14.5% | +2.9% |
| 1Y | -9.0% | +4.1% | -13.1% | -10.8% |
| All | -9.0% | +2.4% | -11.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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