-9.0%
AUR vs BTI
+24.7%
-33.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -3.8% |
| 7D | -19.8% | +5.3% | -25.1% | -19.0% |
| 30D | -29.0% | +19.1% | -48.1% | -27.6% |
| 3M | -43.6% | +6.5% | -50.1% | -42.6% |
| 6M | -36.6% | +9.4% | -46.1% | -34.9% |
| YTD | +6.3% | +14.4% | -8.2% | +11.7% |
| 1Y | -9.0% | +23.9% | -32.9% | -3.5% |
| All | -9.0% | +24.7% | -33.7% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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