-35.7%
AUR vs BTG
+25.7%
-61.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +1.4% | -3.8% | +5.2% | +2.7% |
| 30D | -6.4% | +3.6% | -10.0% | -7.6% |
| 3M | +7.7% | +32.0% | -24.3% | -3.1% |
| 6M | +44.5% | +3.4% | +41.1% | +40.0% |
| YTD | +67.4% | +20.8% | +46.7% | +52.7% |
| 1Y | +15.4% | +22.4% | -7.0% | +3.5% |
| 3Y | +94.8% | +91.7% | +3.1% | +44.7% |
| 5Y | -35.1% | +79.0% | -114.1% | -51.7% |
| All | -35.7% | +25.7% | -61.4% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling