+15.4%
AUR vs COO
-20.3%
+35.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.4% | -22.5% | +24.0% | +6.2% |
| 30D | -6.4% | -29.7% | +23.3% | -0.3% |
| 3M | +7.7% | -20.1% | +27.9% | +11.4% |
| 6M | +44.5% | -26.9% | +71.4% | +59.6% |
| YTD | +67.4% | -34.2% | +101.7% | +94.4% |
| 1Y | +15.4% | -21.3% | +36.7% | +27.7% |
| All | +15.4% | -20.3% | +35.8% | +27.7% |
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