-35.0%
AUR vs SBAC
-30.4%
-4.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.2% |
| 7D | +11.1% | +0.2% | +10.9% | +11.1% |
| 30D | -6.9% | +3.9% | -10.7% | -8.2% |
| 3M | +5.5% | -8.2% | +13.7% | +8.5% |
| 6M | +41.0% | -2.8% | +43.8% | +39.3% |
| YTD | +69.3% | -1.5% | +70.8% | +65.4% |
| 1Y | +14.0% | 0.0% | +14.0% | +10.3% |
| 3Y | +90.1% | -8.4% | +98.5% | +85.2% |
| 5Y | -34.4% | -43.5% | +9.1% | -18.6% |
| All | -35.0% | -30.4% | -4.6% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling