-34.9%
AUR vs GEN
+58.6%
-93.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +4.3% |
| 7D | +19.2% | -0.7% | +19.9% | +19.8% |
| 30D | -7.8% | +2.6% | -10.4% | -9.5% |
| 3M | +4.0% | +15.8% | -11.8% | -5.4% |
| 6M | +45.0% | +33.1% | +11.9% | +20.6% |
| YTD | +69.5% | +11.3% | +58.2% | +56.3% |
| 1Y | +13.0% | +1.7% | +11.4% | +10.0% |
| 3Y | +90.4% | +58.1% | +32.2% | +43.0% |
| 5Y | -34.2% | +20.6% | -54.8% | -48.6% |
| All | -34.9% | +58.6% | -93.5% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling