-54.0%
AUR vs RACE
+116.9%
-170.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +12.7% | -3.9% | +16.6% | +16.4% |
| 30D | -18.7% | +6.8% | -25.5% | -23.7% |
| 3M | -33.8% | +1.3% | -35.2% | -34.8% |
| 6M | -36.6% | +26.3% | -62.9% | -48.8% |
| YTD | +19.8% | +13.8% | +6.0% | +3.3% |
| 1Y | +8.0% | -0.5% | +8.4% | +5.6% |
| 3Y | +153.4% | +25.6% | +127.8% | +72.8% |
| 5Y | -54.0% | +67.6% | -121.6% | -77.0% |
| All | -54.0% | +116.9% | -170.9% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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