-9.0%
AUR vs COO
-7.7%
-1.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.4% | -4.7% |
| 7D | -19.8% | +8.4% | -28.3% | -20.2% |
| 30D | -29.0% | +13.5% | -42.5% | -29.9% |
| 3M | -43.6% | -13.8% | -29.8% | -41.8% |
| 6M | -36.6% | +4.7% | -41.4% | -37.9% |
| YTD | +6.3% | -21.4% | +27.7% | +23.8% |
| 1Y | -9.0% | -6.7% | -2.3% | +2.1% |
| All | -9.0% | -7.7% | -1.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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