-36.7%
AUR vs MTB
+72.5%
-109.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -8.9% | -4.6% | -4.3% | -6.0% |
| 3M | +4.6% | +7.4% | -2.8% | -0.3% |
| 6M | +44.9% | +18.7% | +26.2% | +28.3% |
| YTD | +64.8% | +21.1% | +43.8% | +43.4% |
| 1Y | +16.4% | +24.1% | -7.7% | -0.5% |
| 3Y | +85.1% | +115.3% | -30.3% | +16.6% |
| 5Y | -36.1% | +106.0% | -142.2% | -52.8% |
| All | -36.7% | +72.5% | -109.2% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling