-35.0%
AUR vs BEN
+28.4%
-63.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +1.3% |
| 7D | +11.1% | +3.4% | +7.7% | +7.6% |
| 30D | -6.9% | +1.8% | -8.7% | -8.5% |
| 3M | +5.5% | +8.4% | -2.9% | -2.2% |
| 6M | +41.0% | +35.6% | +5.4% | +5.6% |
| YTD | +69.3% | +46.4% | +22.9% | +17.6% |
| 1Y | +14.0% | +46.3% | -32.3% | -21.0% |
| 3Y | +90.1% | +54.6% | +35.4% | +24.5% |
| 5Y | -34.4% | +39.4% | -73.8% | -53.3% |
| All | -35.0% | +28.4% | -63.4% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling