-56.5%
AUR vs COMP
-40.5%
-16.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.6% |
| 7D | +7.9% | +8.9% | -1.0% | +4.6% |
| 30D | -18.5% | +14.0% | -32.5% | -22.9% |
| 3M | -36.7% | -21.1% | -15.6% | -31.6% |
| 6M | -39.8% | +20.1% | -59.8% | -45.1% |
| YTD | +13.3% | -5.0% | +18.3% | +9.7% |
| 1Y | +2.8% | +5.7% | -2.8% | -4.6% |
| 3Y | +139.7% | +412.2% | -272.6% | +6.5% |
| 5Y | -56.5% | -12.1% | -44.4% | -68.3% |
| All | -56.5% | -40.5% | -16.0% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling