+91.8%
AUR vs BBWI
-48.6%
+140.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | +0.2% | -8.0% | +8.2% | +2.9% |
| 30D | -8.9% | -6.6% | -2.3% | -7.6% |
| 3M | +4.6% | -2.7% | +7.3% | +3.8% |
| 6M | +44.9% | -12.8% | +57.6% | +47.2% |
| YTD | +64.8% | -10.5% | +75.3% | +64.5% |
| 1Y | +16.4% | -35.3% | +51.7% | +31.1% |
| All | +91.8% | -48.6% | +140.4% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling