-35.7%
AUR vs BRO
+27.7%
-63.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.4% | -7.3% | +8.7% | +4.6% |
| 30D | -6.4% | -6.9% | +0.4% | -3.9% |
| 3M | +7.7% | +10.7% | -3.0% | +0.7% |
| 6M | +44.5% | -2.7% | +47.2% | +43.3% |
| YTD | +67.4% | -16.3% | +83.8% | +80.5% |
| 1Y | +15.4% | -29.1% | +44.5% | +37.2% |
| 3Y | +94.8% | -7.8% | +102.7% | +89.6% |
| 5Y | -35.1% | +18.7% | -53.9% | -44.0% |
| All | -35.7% | +27.7% | -63.4% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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