+97.0%
AUR vs BUD
+44.4%
+52.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.7% |
| 7D | +11.1% | -1.3% | +12.4% | +11.7% |
| 30D | -6.9% | -6.1% | -0.7% | -4.5% |
| 3M | +5.5% | -3.8% | +9.3% | +6.5% |
| 6M | +41.0% | +8.2% | +32.8% | +34.3% |
| YTD | +69.3% | +23.6% | +45.7% | +50.3% |
| 1Y | +14.0% | +33.4% | -19.4% | -3.4% |
| All | +97.0% | +44.4% | +52.5% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling