-35.0%
AUR vs GAP
-26.4%
-8.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +1.7% |
| 7D | +11.1% | -3.2% | +14.3% | +12.5% |
| 30D | -6.9% | -0.7% | -6.2% | -7.1% |
| 3M | +5.5% | -0.5% | +6.0% | +4.6% |
| 6M | +41.0% | -5.0% | +46.0% | +40.2% |
| YTD | +69.3% | -14.7% | +83.9% | +74.4% |
| 1Y | +14.0% | -8.6% | +22.7% | +12.8% |
| 3Y | +90.1% | +108.4% | -18.3% | +16.8% |
| 5Y | -34.4% | +5.8% | -40.2% | -60.1% |
| All | -35.0% | -26.4% | -8.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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