+13.4%
AUR vs MTB
+23.4%
-10.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +8.7% | +1.7% | +7.0% | +7.8% |
| 30D | -5.2% | -4.2% | -1.0% | -3.2% |
| 3M | -7.3% | +8.9% | -16.2% | -10.9% |
| 6M | +41.2% | +10.9% | +30.3% | +33.4% |
| YTD | +65.1% | +21.5% | +43.6% | +43.2% |
| 1Y | +13.4% | +21.9% | -8.5% | -8.1% |
| All | +13.4% | +23.4% | -10.0% | -8.1% |
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