+15.4%
AUR vs CHD
+2.3%
+13.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.4% | -4.5% | +5.9% | +0.8% |
| 30D | -6.4% | -6.7% | +0.3% | -7.0% |
| 3M | +7.7% | -2.7% | +10.4% | +7.4% |
| 6M | +44.5% | -4.9% | +49.4% | +44.1% |
| YTD | +67.4% | +13.3% | +54.1% | +69.7% |
| 1Y | +15.4% | +1.0% | +14.4% | +10.8% |
| All | +15.4% | +2.3% | +13.1% | +10.8% |
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