-35.7%
AUR vs BUD
+12.0%
-47.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.2% |
| 7D | +1.4% | -2.6% | +4.1% | +2.7% |
| 30D | -6.4% | -1.2% | -5.2% | -5.9% |
| 3M | +7.7% | -4.9% | +12.6% | +9.7% |
| 6M | +44.5% | +9.3% | +35.2% | +36.6% |
| YTD | +67.4% | +24.0% | +43.5% | +47.4% |
| 1Y | +15.4% | +34.5% | -19.1% | -3.5% |
| 3Y | +94.8% | +43.7% | +51.2% | +53.8% |
| 5Y | -35.1% | +46.0% | -81.1% | -50.1% |
| All | -35.7% | +12.0% | -47.7% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling