-35.7%
AUR vs COO
-46.6%
+10.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +1.4% | -22.5% | +24.0% | +19.2% |
| 30D | -6.4% | -29.7% | +23.3% | +17.8% |
| 3M | +7.7% | -20.1% | +27.9% | +22.3% |
| 6M | +44.5% | -26.9% | +71.4% | +73.8% |
| YTD | +67.4% | -34.2% | +101.7% | +119.3% |
| 1Y | +15.4% | -21.3% | +36.7% | +29.3% |
| 3Y | +94.8% | -38.7% | +133.5% | +154.8% |
| 5Y | -35.1% | -52.2% | +17.1% | -6.2% |
| All | -35.7% | -46.6% | +10.9% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling