-35.1%
AUR vs BN
+33.2%
-68.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.0% |
| 7D | +1.4% | -5.2% | +6.6% | +8.0% |
| 30D | -6.4% | -14.5% | +8.1% | +13.0% |
| 3M | +7.7% | -15.0% | +22.7% | +30.8% |
| 6M | +44.5% | -5.4% | +49.9% | +54.0% |
| YTD | +67.4% | -16.4% | +83.9% | +104.0% |
| 1Y | +15.4% | -16.2% | +31.7% | +39.7% |
| 3Y | +94.8% | +67.5% | +27.3% | +4.1% |
| All | -35.1% | +33.2% | -68.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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