-34.9%
AUR vs SAN
+339.8%
-374.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +19.2% | +3.3% | +15.9% | +17.3% |
| 30D | -7.8% | +1.1% | -8.9% | -8.1% |
| 3M | +4.0% | +22.2% | -18.2% | -6.0% |
| 6M | +45.0% | +36.0% | +9.0% | +24.3% |
| YTD | +69.5% | +28.2% | +41.3% | +48.1% |
| 1Y | +13.0% | +54.1% | -41.1% | -10.5% |
| 3Y | +90.4% | +354.2% | -263.9% | -14.0% |
| 5Y | -34.2% | +387.3% | -421.5% | -73.8% |
| All | -34.9% | +339.8% | -374.7% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling