-36.1%
AUR vs SBAC
-44.7%
+8.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.5% |
| 7D | +0.2% | -5.3% | +5.4% | +2.3% |
| 30D | -8.9% | +0.4% | -9.3% | -9.1% |
| 3M | +4.6% | -11.9% | +16.5% | +9.5% |
| 6M | +44.9% | -4.5% | +49.3% | +43.8% |
| YTD | +64.8% | -4.3% | +69.2% | +62.8% |
| 1Y | +16.4% | -3.9% | +20.2% | +14.4% |
| 3Y | +85.1% | -11.0% | +96.1% | +82.1% |
| All | -36.1% | -44.7% | +8.6% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling