+94.8%
AUR vs SAN
+352.3%
-257.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.3% |
| 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% | -1.3% |
| 6M | +44.5% | +33.2% | +11.3% | +25.1% |
| YTD | +67.4% | +29.1% | +38.3% | +45.5% |
| 1Y | +15.4% | +50.2% | -34.8% | -7.6% |
| 3Y | +94.8% | +351.0% | -256.2% | -3.4% |
| All | +94.8% | +352.3% | -257.4% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling