-35.7%
AUR vs CHD
+14.9%
-50.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.4% | -4.5% | +5.9% | +1.6% |
| 30D | -6.4% | -6.7% | +0.3% | -6.2% |
| 3M | +7.7% | -2.7% | +10.4% | +7.7% |
| 6M | +44.5% | -4.9% | +49.4% | +44.7% |
| YTD | +67.4% | +13.3% | +54.1% | +65.8% |
| 1Y | +15.4% | +1.0% | +14.4% | +15.1% |
| 3Y | +94.8% | +1.3% | +93.5% | +91.4% |
| 5Y | -35.1% | +20.8% | -56.0% | -40.9% |
| All | -35.7% | +14.9% | -50.6% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling