-56.5%
AUR vs COMP
-17.6%
-38.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +10.7% | -1.3% | +5.3% |
| 7D | +1.1% | +13.4% | -12.3% | -4.1% |
| 30D | -22.9% | +11.1% | -34.0% | -26.5% |
| 3M | -35.0% | -18.8% | -16.1% | -30.3% |
| 6M | -39.3% | +10.5% | -49.8% | -43.2% |
| YTD | +14.8% | -3.4% | +18.2% | +10.3% |
| 1Y | +4.3% | +19.7% | -15.4% | -8.5% |
| 3Y | +125.0% | +381.6% | -256.6% | -2.2% |
| All | -56.5% | -17.6% | -38.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling