-36.1%
AUR vs SAN
+379.7%
-415.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +0.2% | -2.8% | +2.9% | +1.7% |
| 30D | -8.9% | -0.5% | -8.4% | -8.4% |
| 3M | +4.6% | +22.7% | -18.1% | -6.0% |
| 6M | +44.9% | +28.8% | +16.1% | +26.9% |
| YTD | +64.8% | +26.3% | +38.6% | +44.3% |
| 1Y | +16.4% | +48.8% | -32.5% | -7.2% |
| 3Y | +85.1% | +347.2% | -262.1% | -20.1% |
| 5Y | -36.1% | +383.8% | -419.9% | -75.9% |
| All | -36.1% | +379.7% | -415.9% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling