+94.8%
AUR vs MTB
+114.2%
-19.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -6.4% | -4.8% | -1.6% | -2.1% |
| 3M | +7.7% | +6.0% | +1.8% | +2.0% |
| 6M | +44.5% | +19.6% | +24.9% | +21.0% |
| YTD | +67.4% | +21.5% | +46.0% | +36.7% |
| 1Y | +15.4% | +24.7% | -9.3% | -8.4% |
| 3Y | +94.8% | +108.6% | -13.7% | -9.4% |
| All | +94.8% | +114.2% | -19.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling