-35.7%
AUR vs EQX
+38.4%
-74.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.3% |
| 30D | -6.4% | +7.8% | -14.2% | -8.4% |
| 3M | +7.7% | +21.3% | -13.6% | +1.5% |
| 6M | +44.5% | -22.4% | +66.9% | +52.4% |
| YTD | +67.4% | -11.3% | +78.8% | +69.6% |
| 1Y | +15.4% | +13.5% | +1.9% | +9.1% |
| 3Y | +94.8% | +162.1% | -67.3% | +44.5% |
| 5Y | -35.1% | +84.2% | -119.3% | -53.9% |
| All | -35.7% | +38.4% | -74.1% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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