-9.0%
AUR vs MULL
+444.9%
-453.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.8% | +9.3% | -2.7% |
| 7D | -19.8% | -35.9% | +16.1% | -15.2% |
| 30D | -29.0% | -47.3% | +18.3% | -23.5% |
| 3M | -43.6% | -30.6% | -13.0% | -41.2% |
| 6M | -36.6% | +13.7% | -50.3% | -41.1% |
| YTD | +6.3% | +272.1% | -265.9% | -15.8% |
| 1Y | -9.0% | +475.1% | -484.1% | -30.7% |
| All | -9.0% | +444.9% | -453.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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