-35.1%
AUR vs INDA
+5.7%
-40.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | 0.0% |
| 7D | +1.4% | -2.7% | +4.1% | +5.9% |
| 30D | -6.4% | -2.8% | -3.6% | -2.0% |
| 3M | +7.7% | +1.6% | +6.1% | +5.5% |
| 6M | +44.5% | -1.4% | +45.9% | +49.8% |
| YTD | +67.4% | -10.1% | +77.6% | +99.9% |
| 1Y | +15.4% | -8.8% | +24.2% | +33.3% |
| 3Y | +94.8% | +7.6% | +87.2% | +78.6% |
| All | -35.1% | +5.7% | -40.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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