+15.4%
AUR vs SFM
-46.0%
+61.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +1.4% | -10.6% | +12.0% | +2.0% |
| 30D | -6.4% | -15.5% | +9.1% | -5.6% |
| 3M | +7.7% | -17.4% | +25.1% | +8.4% |
| 6M | +44.5% | -3.4% | +47.9% | +41.8% |
| YTD | +67.4% | -8.7% | +76.1% | +63.6% |
| 1Y | +15.4% | -47.2% | +62.6% | +12.9% |
| All | +15.4% | -46.0% | +61.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling