-36.1%
AUR vs GEN
+21.5%
-57.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.1% |
| 7D | +0.2% | -4.3% | +4.5% | +2.9% |
| 30D | -8.9% | +3.8% | -12.7% | -11.4% |
| 3M | +4.6% | +22.3% | -17.6% | -8.9% |
| 6M | +44.9% | +39.0% | +5.9% | +15.2% |
| YTD | +64.8% | +11.9% | +52.9% | +50.5% |
| 1Y | +16.4% | +4.5% | +11.9% | +11.1% |
| 3Y | +85.1% | +59.0% | +26.1% | +33.2% |
| 5Y | -36.1% | +22.0% | -58.1% | -55.9% |
| All | -36.1% | +21.5% | -57.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling