+15.4%
AUR vs BBWI
-31.4%
+46.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.5% |
| 7D | +1.4% | -4.8% | +6.2% | +2.2% |
| 30D | -6.4% | +3.5% | -9.9% | -7.4% |
| 3M | +7.7% | -0.3% | +8.0% | +7.3% |
| 6M | +44.5% | -5.4% | +49.9% | +44.9% |
| YTD | +67.4% | -4.7% | +72.2% | +67.7% |
| 1Y | +15.4% | -30.5% | +45.9% | +22.1% |
| All | +15.4% | -31.4% | +46.8% | +22.1% |
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