-34.4%
AUR vs COO
-43.5%
+9.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.1% | +4.4% |
| 7D | +11.1% | -9.0% | +20.1% | +18.6% |
| 30D | -6.9% | -16.8% | +9.9% | +6.1% |
| 3M | +5.5% | -7.5% | +13.0% | +9.8% |
| 6M | +41.0% | -16.3% | +57.3% | +57.3% |
| YTD | +69.3% | -22.5% | +91.8% | +101.7% |
| 1Y | +14.0% | -7.0% | +21.0% | +15.2% |
| 3Y | +90.1% | -27.5% | +117.5% | +123.9% |
| All | -34.4% | -43.5% | +9.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling