-35.7%
AUR vs NTRS
+85.0%
-120.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | +1.4% | +1.4% | 0.0% | +0.2% |
| 30D | -6.4% | -0.7% | -5.8% | -5.9% |
| 3M | +7.7% | +11.3% | -3.6% | -2.3% |
| 6M | +44.5% | +35.5% | +9.0% | +9.8% |
| YTD | +67.4% | +40.6% | +26.9% | +23.2% |
| 1Y | +15.4% | +49.2% | -33.8% | -19.3% |
| 3Y | +94.8% | +167.2% | -72.4% | -12.1% |
| 5Y | -35.1% | +94.9% | -130.1% | -63.3% |
| All | -35.7% | +85.0% | -120.7% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling