-36.7%
AUR vs INDA
+21.0%
-57.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -0.8% |
| 7D | +0.2% | -3.6% | +3.8% | +5.9% |
| 30D | -8.9% | -4.0% | -5.0% | -3.0% |
| 3M | +4.6% | +1.7% | +2.9% | +2.5% |
| 6M | +44.9% | -3.6% | +48.5% | +55.3% |
| YTD | +64.8% | -11.0% | +75.8% | +98.2% |
| 1Y | +16.4% | -9.5% | +25.9% | +35.3% |
| 3Y | +85.1% | +7.6% | +77.5% | +72.4% |
| 5Y | -36.1% | +4.8% | -40.9% | -38.9% |
| All | -36.7% | +21.0% | -57.7% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling