-35.7%
AUR vs SAN
+342.7%
-378.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.4% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -6.4% | +0.9% | -7.3% | -6.7% |
| 3M | +7.7% | +19.1% | -11.4% | -1.2% |
| 6M | +44.5% | +33.2% | +11.3% | +25.2% |
| YTD | +67.4% | +29.1% | +38.3% | +45.8% |
| 1Y | +15.4% | +50.2% | -34.8% | -7.4% |
| 3Y | +94.8% | +351.0% | -256.2% | -11.6% |
| 5Y | -35.1% | +394.7% | -429.8% | -74.2% |
| All | -35.7% | +342.7% | -378.4% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling