+13.4%
AUR vs COO
+4.1%
+9.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +8.7% | -2.2% | +11.0% | +9.3% |
| 30D | -5.2% | -7.0% | +1.8% | -4.0% |
| 3M | -7.3% | +12.2% | -19.5% | -11.1% |
| 6M | +41.2% | -15.1% | +56.3% | +56.9% |
| YTD | +65.1% | -15.1% | +80.2% | +83.7% |
| 1Y | +13.4% | +2.3% | +11.1% | +19.2% |
| All | +13.4% | +4.1% | +9.3% | +19.2% |
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