-35.1%
AUR vs BEN
+36.0%
-71.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +4.7% |
| 30D | -6.4% | +0.2% | -6.6% | -6.6% |
| 3M | +7.7% | +6.8% | +0.9% | +0.8% |
| 6M | +44.5% | +38.1% | +6.4% | +4.2% |
| YTD | +67.4% | +44.3% | +23.1% | +15.1% |
| 1Y | +15.4% | +42.6% | -27.1% | -19.9% |
| 3Y | +94.8% | +52.3% | +42.5% | +25.4% |
| All | -35.1% | +36.0% | -71.1% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling