-35.7%
AUR vs EXEL
+124.4%
-160.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.5% |
| 7D | +1.4% | -4.9% | +6.3% | +3.4% |
| 30D | -6.4% | +11.4% | -17.8% | -10.5% |
| 3M | +7.7% | +4.9% | +2.8% | +4.6% |
| 6M | +44.5% | +34.4% | +10.1% | +25.8% |
| YTD | +67.4% | +28.0% | +39.4% | +48.5% |
| 1Y | +15.4% | +43.6% | -28.2% | -3.6% |
| 3Y | +94.8% | +155.2% | -60.4% | +22.6% |
| 5Y | -35.1% | +181.2% | -216.3% | -63.0% |
| All | -35.7% | +124.4% | -160.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling