-9.0%
AUR vs BR
-14.2%
+5.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.5% | -4.0% |
| 7D | -19.8% | +7.0% | -26.8% | -19.0% |
| 30D | -29.0% | +19.0% | -48.0% | -27.4% |
| 3M | -43.6% | +13.1% | -56.7% | -42.6% |
| 6M | -36.6% | +24.6% | -61.3% | -33.6% |
| YTD | +6.3% | -13.6% | +19.9% | +16.7% |
| 1Y | -9.0% | -13.1% | +4.1% | -4.1% |
| All | -9.0% | -14.2% | +5.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling