+15.4%
AUR vs RMBS
+11.7%
+3.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | +1.4% | +1.8% | -0.3% | +0.8% |
| 30D | -6.4% | -13.9% | +7.5% | -1.5% |
| 3M | +7.7% | -39.8% | +47.5% | +25.2% |
| 6M | +44.5% | -6.0% | +50.5% | +39.4% |
| YTD | +67.4% | -5.4% | +72.8% | +59.7% |
| 1Y | +15.4% | -1.8% | +17.3% | +8.1% |
| All | +15.4% | +11.7% | +3.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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