-36.1%
AUR vs S
-70.4%
+34.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.6% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -8.9% | -11.8% | +2.9% | -4.6% |
| 3M | +4.6% | +33.9% | -29.3% | -13.0% |
| 6M | +44.9% | +40.1% | +4.8% | +15.0% |
| YTD | +64.8% | +32.1% | +32.8% | +34.0% |
| 1Y | +16.4% | +11.0% | +5.3% | +3.2% |
| 3Y | +85.1% | +16.9% | +68.1% | +54.4% |
| 5Y | -36.1% | -68.9% | +32.8% | -16.4% |
| All | -36.1% | -70.4% | +34.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling