-9.0%
AUR vs BWA
+17.4%
-26.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -3.4% |
| 7D | -19.8% | -9.9% | -10.0% | -16.1% |
| 30D | -29.0% | -16.4% | -12.7% | -23.7% |
| 3M | -43.6% | -19.8% | -23.7% | -38.2% |
| 6M | -36.6% | -10.0% | -26.7% | -32.5% |
| YTD | +6.3% | +12.7% | -6.5% | +2.4% |
| 1Y | -9.0% | +15.7% | -24.7% | -12.2% |
| All | -9.0% | +17.4% | -26.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling