+13.4%
AUR vs SAN
+58.9%
-45.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +8.7% | +1.8% | +7.0% | +7.8% |
| 30D | -5.2% | +2.0% | -7.2% | -6.1% |
| 3M | -7.3% | +19.7% | -27.0% | -15.0% |
| 6M | +41.2% | +30.6% | +10.6% | +23.8% |
| YTD | +65.1% | +28.8% | +36.3% | +43.6% |
| 1Y | +13.4% | +57.8% | -44.4% | -5.3% |
| All | +13.4% | +58.9% | -45.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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