+91.8%
AUR vs SBAC
-11.3%
+103.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -2.0% |
| 7D | +0.2% | -5.3% | +5.4% | +1.3% |
| 30D | -8.9% | +0.4% | -9.3% | -9.0% |
| 3M | +4.6% | -11.9% | +16.5% | +7.3% |
| 6M | +44.9% | -4.5% | +49.3% | +44.7% |
| YTD | +64.8% | -4.3% | +69.2% | +64.1% |
| 1Y | +16.4% | -3.9% | +20.2% | +15.5% |
| All | +91.8% | -11.3% | +103.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling