-35.7%
AUR vs GEN
+61.0%
-96.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -6.4% | +6.1% | -12.5% | -9.9% |
| 3M | +7.7% | +27.0% | -19.3% | -7.3% |
| 6M | +44.5% | +43.9% | +0.6% | +14.7% |
| YTD | +67.4% | +13.0% | +54.5% | +53.0% |
| 1Y | +15.4% | +4.0% | +11.4% | +10.8% |
| 3Y | +94.8% | +66.2% | +28.7% | +42.2% |
| 5Y | -35.1% | +23.2% | -58.3% | -49.8% |
| All | -35.7% | +61.0% | -96.7% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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