-36.1%
AUR vs BUD
+44.8%
-80.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | +0.2% | -3.2% | +3.4% | +1.8% |
| 30D | -8.9% | -3.7% | -5.2% | -7.2% |
| 3M | +4.6% | -4.4% | +9.1% | +6.3% |
| 6M | +44.9% | +7.7% | +37.1% | +37.6% |
| YTD | +64.8% | +23.1% | +41.8% | +44.7% |
| 1Y | +16.4% | +33.6% | -17.3% | -3.3% |
| 3Y | +85.1% | +44.7% | +40.4% | +43.1% |
| 5Y | -36.1% | +44.9% | -81.1% | -51.2% |
| All | -36.1% | +44.8% | -80.9% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling