-36.6%
AUR vs COO
-31.1%
-5.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.4% |
| 7D | +8.7% | -2.2% | +11.0% | +10.6% |
| 30D | -5.2% | -7.0% | +1.8% | -0.4% |
| 3M | -7.3% | +12.2% | -19.5% | -16.9% |
| 6M | +41.2% | -15.1% | +56.3% | +56.7% |
| YTD | +65.1% | -15.1% | +80.2% | +83.9% |
| 1Y | +13.4% | +2.3% | +11.1% | +7.5% |
| 3Y | +98.1% | -23.7% | +121.8% | +127.2% |
| 5Y | -36.0% | -38.9% | +2.9% | -21.3% |
| All | -36.6% | -31.1% | -5.5% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling