-35.7%
AUR vs SBAC
-30.9%
-4.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.7% | +0.7% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | -6.4% | +2.0% | -8.4% | -7.1% |
| 3M | +7.7% | -8.3% | +16.0% | +10.9% |
| 6M | +44.5% | +0.3% | +44.2% | +40.5% |
| YTD | +67.4% | -2.2% | +69.7% | +64.0% |
| 1Y | +15.4% | -4.6% | +20.1% | +14.3% |
| 3Y | +94.8% | -8.3% | +103.1% | +89.4% |
| 5Y | -35.1% | -42.8% | +7.7% | -19.3% |
| All | -35.7% | -30.9% | -4.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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