+15.4%
AUR vs BDX
+22.7%
-7.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +1.4% | -3.2% | +4.6% | +1.8% |
| 30D | -6.4% | -2.5% | -3.9% | -6.0% |
| 3M | +7.7% | +21.4% | -13.7% | +5.4% |
| 6M | +44.5% | +10.4% | +34.1% | +48.2% |
| YTD | +67.4% | +18.8% | +48.6% | +67.0% |
| 1Y | +15.4% | +21.7% | -6.2% | +17.2% |
| All | +15.4% | +22.7% | -7.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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