-49.9%
AUR vs BUD
+6.3%
-56.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.0% |
| 7D | -4.5% | +1.0% | -5.5% | -4.3% |
| 30D | -16.6% | +6.7% | -23.3% | -15.8% |
| 3M | -38.5% | +5.7% | -44.2% | -38.2% |
| 6M | -49.9% | +5.8% | -55.7% | -49.8% |
| All | -49.9% | +6.3% | -56.2% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling