-9.6%
AUR vs NTRS
+37.4%
-47.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +1.0% |
| 7D | -8.5% | -0.9% | -7.6% | -8.2% |
| 30D | -29.9% | +1.1% | -31.1% | -30.6% |
| 3M | -39.8% | -6.6% | -33.2% | -37.5% |
| 6M | -38.3% | +7.1% | -45.3% | -42.4% |
| YTD | +4.9% | +27.4% | -22.4% | -18.3% |
| 1Y | -9.6% | +36.5% | -46.2% | -36.4% |
| All | -9.6% | +37.4% | -47.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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