-35.1%
AUR vs BTI
+118.0%
-153.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -6.4% | -1.1% | -5.3% | -6.4% |
| 3M | +7.7% | -8.8% | +16.5% | +7.6% |
| 6M | +44.5% | -4.0% | +48.4% | +44.7% |
| YTD | +67.4% | +0.4% | +67.1% | +68.0% |
| 1Y | +15.4% | +1.9% | +13.5% | +16.2% |
| 3Y | +94.8% | +108.5% | -13.7% | +75.7% |
| All | -35.1% | +118.0% | -153.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling