-35.0%
AUR vs COMP
-36.7%
+1.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +11.1% | +0.8% | +10.3% | +10.8% |
| 30D | -6.9% | -13.9% | +7.0% | -1.8% |
| 3M | +5.5% | +30.7% | -25.2% | -5.7% |
| 6M | +41.0% | +18.7% | +22.3% | +28.1% |
| YTD | +69.3% | +1.0% | +68.2% | +61.6% |
| 1Y | +14.0% | +15.1% | -1.1% | +1.7% |
| 3Y | +90.1% | +219.8% | -129.7% | +0.8% |
| 5Y | -34.4% | -28.7% | -5.8% | -52.8% |
| All | -35.0% | -36.7% | +1.7% | -53.1% |
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