-35.0%
AUR vs IT
-27.1%
-7.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | +11.1% | -9.1% | +20.2% | +16.0% |
| 30D | -6.9% | -12.2% | +5.3% | -1.8% |
| 3M | +5.5% | +7.8% | -2.3% | -3.3% |
| 6M | +41.0% | +2.0% | +39.0% | +30.3% |
| YTD | +69.3% | -32.7% | +102.0% | +102.8% |
| 1Y | +14.0% | -31.1% | +45.1% | +32.8% |
| 3Y | +90.1% | -52.1% | +142.1% | +184.2% |
| 5Y | -34.4% | -46.3% | +11.9% | -15.8% |
| All | -35.0% | -27.1% | -7.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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