-35.0%
AUR vs BWA
+48.4%
-83.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.8% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | -6.9% | -5.6% | -1.3% | -3.3% |
| 3M | +5.5% | -10.7% | +16.2% | +12.7% |
| 6M | +41.0% | +23.2% | +17.8% | +22.7% |
| YTD | +69.3% | +46.0% | +23.3% | +26.1% |
| 1Y | +14.0% | +51.2% | -37.1% | -17.8% |
| 3Y | +90.1% | +69.6% | +20.5% | +21.1% |
| 5Y | -34.4% | +86.6% | -121.0% | -64.5% |
| All | -35.0% | +48.4% | -83.4% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling