-35.7%
AUR vs BDX
+6.7%
-42.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +1.4% | -3.2% | +4.6% | +3.0% |
| 30D | -6.4% | -2.5% | -3.9% | -5.2% |
| 3M | +7.7% | +21.4% | -13.7% | -3.3% |
| 6M | +44.5% | +10.4% | +34.1% | +36.2% |
| YTD | +67.4% | +18.8% | +48.6% | +50.9% |
| 1Y | +15.4% | +21.7% | -6.2% | +2.2% |
| 3Y | +94.8% | -10.0% | +104.8% | +104.4% |
| 5Y | -35.1% | -1.8% | -33.3% | -34.0% |
| All | -35.7% | +6.7% | -42.4% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling