+15.4%
AUR vs RUN
-47.1%
+62.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +1.4% | -3.7% | +5.1% | +2.3% |
| 30D | -6.4% | -13.0% | +6.6% | -3.3% |
| 3M | +7.7% | -31.8% | +39.5% | +16.3% |
| 6M | +44.5% | -32.2% | +76.7% | +55.5% |
| YTD | +67.4% | -53.5% | +120.9% | +87.6% |
| 1Y | +15.4% | -46.5% | +62.0% | +35.6% |
| All | +15.4% | -47.1% | +62.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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