-35.7%
AUR vs RSG
+113.7%
-149.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -6.4% | +4.0% | -10.4% | -7.8% |
| 3M | +7.7% | +7.4% | +0.3% | +3.9% |
| 6M | +44.5% | +0.1% | +44.4% | +43.3% |
| YTD | +67.4% | +6.0% | +61.4% | +60.4% |
| 1Y | +15.4% | -3.0% | +18.4% | +16.2% |
| 3Y | +94.8% | +56.5% | +38.4% | +48.5% |
| 5Y | -35.1% | +90.9% | -126.0% | -54.8% |
| All | -35.7% | +113.7% | -149.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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