-9.0%
AUR vs CBOE
+39.5%
-48.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | -19.8% | +7.7% | -27.6% | -19.7% |
| 30D | -29.0% | +24.4% | -53.5% | -28.7% |
| 3M | -43.6% | +20.0% | -63.6% | -43.6% |
| 6M | -36.6% | +2.4% | -39.0% | -34.0% |
| YTD | +6.3% | +38.5% | -32.3% | +1.4% |
| 1Y | -9.0% | +39.0% | -48.0% | -12.9% |
| All | -9.0% | +39.5% | -48.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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