-35.1%
AUR vs BG
+81.8%
-116.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | +1.4% | +3.1% | -1.7% | +0.9% |
| 30D | -6.4% | +10.2% | -16.6% | -8.0% |
| 3M | +7.7% | -1.7% | +9.4% | +7.9% |
| 6M | +44.5% | +1.0% | +43.5% | +43.6% |
| YTD | +67.4% | +39.9% | +27.5% | +56.4% |
| 1Y | +15.4% | +53.2% | -37.8% | +5.5% |
| 3Y | +94.8% | +16.3% | +78.6% | +85.0% |
| All | -35.1% | +81.8% | -116.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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