+103.5%
AUR vs BTSG
+389.4%
-285.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | +1.4% | -3.3% | +4.7% | +3.1% |
| 30D | -6.4% | -1.6% | -4.8% | -5.9% |
| 3M | +7.7% | -6.9% | +14.6% | +8.4% |
| 6M | +44.5% | +42.1% | +2.4% | +11.6% |
| YTD | +67.4% | +56.8% | +10.6% | +20.8% |
| 1Y | +15.4% | +109.8% | -94.4% | -31.6% |
| All | +103.5% | +389.4% | -285.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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