-35.7%
AUR vs MDY
+42.8%
-78.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | -0.1% |
| 7D | +1.4% | -1.9% | +3.3% | +5.3% |
| 30D | -6.4% | -4.6% | -1.8% | +3.7% |
| 3M | +7.7% | -1.2% | +8.9% | +12.0% |
| 6M | +44.5% | +9.2% | +35.3% | +23.2% |
| YTD | +67.4% | +13.1% | +54.4% | +34.1% |
| 1Y | +15.4% | +13.0% | +2.4% | -6.9% |
| 3Y | +94.8% | +49.2% | +45.6% | +2.8% |
| 5Y | -35.1% | +47.2% | -82.4% | -62.1% |
| All | -35.7% | +42.8% | -78.5% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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