+91.8%
AUR vs EXEL
+160.7%
-68.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | +0.2% | -2.9% | +3.0% | +1.1% |
| 30D | -8.9% | +11.9% | -20.8% | -12.5% |
| 3M | +4.6% | +9.2% | -4.6% | +0.6% |
| 6M | +44.9% | +39.1% | +5.8% | +26.3% |
| YTD | +64.8% | +31.0% | +33.8% | +46.8% |
| 1Y | +16.4% | +52.3% | -36.0% | -3.3% |
| All | +91.8% | +160.7% | -68.9% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling