+15.4%
AUR vs MKTX
-10.6%
+26.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +1.4% | -0.2% | +1.7% | +1.4% |
| 30D | -6.4% | +0.7% | -7.1% | -6.4% |
| 3M | +7.7% | +40.8% | -33.1% | +10.6% |
| 6M | +44.5% | -8.0% | +52.5% | +37.6% |
| YTD | +67.4% | -8.7% | +76.2% | +57.8% |
| 1Y | +15.4% | -11.8% | +27.3% | +10.3% |
| All | +15.4% | -10.6% | +26.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling