-35.0%
AUR vs SFM
+183.6%
-218.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.5% |
| 7D | +11.1% | -7.2% | +18.3% | +12.3% |
| 30D | -6.9% | -14.3% | +7.4% | -4.8% |
| 3M | +5.5% | -13.7% | +19.2% | +7.5% |
| 6M | +41.0% | -6.0% | +47.0% | +40.4% |
| YTD | +69.3% | -8.2% | +77.5% | +68.6% |
| 1Y | +14.0% | -46.2% | +60.3% | +24.7% |
| 3Y | +90.1% | +83.6% | +6.5% | +83.6% |
| 5Y | -34.4% | +212.7% | -247.1% | -41.1% |
| All | -35.0% | +183.6% | -218.6% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling