-9.0%
AUR vs MTB
+27.0%
-36.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -5.0% |
| 7D | -19.8% | +2.0% | -21.9% | -20.8% |
| 30D | -29.0% | +2.9% | -32.0% | -30.1% |
| 3M | -43.6% | -10.7% | -32.9% | -40.7% |
| 6M | -36.6% | +6.3% | -43.0% | -37.6% |
| YTD | +6.3% | +13.8% | -7.5% | -6.3% |
| 1Y | -9.0% | +27.7% | -36.8% | -31.9% |
| All | -9.0% | +27.0% | -36.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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