-35.7%
AUR vs RUN
-81.1%
+45.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +1.4% | -3.7% | +5.1% | +2.6% |
| 30D | -6.4% | -13.0% | +6.6% | -2.2% |
| 3M | +7.7% | -31.8% | +39.5% | +20.3% |
| 6M | +44.5% | -32.2% | +76.7% | +59.6% |
| YTD | +67.4% | -53.5% | +120.9% | +99.0% |
| 1Y | +15.4% | -46.5% | +62.0% | +28.3% |
| 3Y | +94.8% | -37.6% | +132.5% | +35.7% |
| 5Y | -35.1% | -80.9% | +45.7% | -33.8% |
| All | -35.7% | -81.1% | +45.4% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling