-35.0%
AUR vs BBWI
-63.2%
+28.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +2.6% |
| 7D | +11.1% | -4.4% | +15.5% | +13.1% |
| 30D | -6.9% | -7.4% | +0.5% | -4.8% |
| 3M | +5.5% | -2.2% | +7.7% | +4.2% |
| 6M | +41.0% | -16.3% | +57.3% | +46.1% |
| YTD | +69.3% | -9.1% | +78.4% | +66.8% |
| 1Y | +14.0% | -34.5% | +48.6% | +28.4% |
| 3Y | +90.1% | -47.0% | +137.0% | +120.0% |
| 5Y | -34.4% | -68.8% | +34.4% | -6.2% |
| All | -35.0% | -63.2% | +28.2% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling