-9.0%
AUR vs SAN
+23.5%
-32.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.9% | -7.9% |
| 7D | -19.8% | +4.5% | -24.4% | -22.1% |
| 30D | -29.0% | -12.1% | -17.0% | -23.4% |
| 3M | -43.6% | -15.6% | -28.0% | -37.5% |
| 6M | -36.6% | +5.8% | -42.4% | -36.9% |
| YTD | +6.3% | +5.5% | +0.8% | +3.7% |
| 1Y | -9.0% | +23.6% | -32.6% | -15.9% |
| All | -9.0% | +23.5% | -32.5% | -15.9% |
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