-35.0%
AUR vs EXEL
+133.2%
-168.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +11.1% | -0.3% | +11.5% | +11.2% |
| 30D | -6.9% | +10.1% | -17.0% | -10.5% |
| 3M | +5.5% | +10.1% | -4.6% | +0.6% |
| 6M | +41.0% | +37.7% | +3.3% | +21.8% |
| YTD | +69.3% | +33.1% | +36.2% | +47.9% |
| 1Y | +14.0% | +52.4% | -38.3% | -7.0% |
| 3Y | +90.1% | +163.8% | -73.8% | +18.1% |
| 5Y | -34.4% | +198.5% | -232.9% | -63.1% |
| All | -35.0% | +133.2% | -168.2% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling