+13.4%
AUR vs CHD
+7.1%
+6.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +8.7% | -2.7% | +11.4% | +8.5% |
| 30D | -5.2% | -4.6% | -0.6% | -5.2% |
| 3M | -7.3% | +5.0% | -12.3% | -7.3% |
| 6M | +41.2% | -3.2% | +44.4% | +41.7% |
| YTD | +65.1% | +18.6% | +46.5% | +66.3% |
| 1Y | +13.4% | +4.8% | +8.6% | +12.9% |
| All | +13.4% | +7.1% | +6.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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