-35.7%
AUR vs DGX
+86.2%
-121.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -6.4% | -1.2% | -5.2% | -6.0% |
| 3M | +7.7% | +15.8% | -8.1% | +1.5% |
| 6M | +44.5% | +18.2% | +26.3% | +34.7% |
| YTD | +67.4% | +37.2% | +30.2% | +44.8% |
| 1Y | +15.4% | +30.4% | -14.9% | +2.0% |
| 3Y | +94.8% | +96.7% | -1.9% | +40.4% |
| 5Y | -35.1% | +67.2% | -102.3% | -52.3% |
| All | -35.7% | +86.2% | -121.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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