+94.8%
AUR vs BTG
+94.8%
0.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | -3.8% | +5.2% | +2.9% |
| 30D | -6.4% | +3.6% | -10.0% | -7.8% |
| 3M | +7.7% | +32.0% | -24.3% | -4.8% |
| 6M | +44.5% | +3.4% | +41.1% | +39.5% |
| YTD | +67.4% | +20.8% | +46.7% | +49.6% |
| 1Y | +15.4% | +22.4% | -7.0% | +0.5% |
| 3Y | +94.8% | +91.7% | +3.1% | +29.5% |
| All | +94.8% | +94.8% | 0.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling