-36.6%
AUR vs SIMO
+319.8%
-356.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -3.0% |
| 7D | +8.7% | +4.2% | +4.5% | +6.8% |
| 30D | -5.2% | +4.1% | -9.3% | -7.6% |
| 3M | -7.3% | -12.9% | +5.6% | -5.9% |
| 6M | +41.2% | +110.3% | -69.1% | -7.5% |
| YTD | +65.1% | +178.6% | -113.5% | -7.9% |
| 1Y | +13.4% | +220.0% | -206.6% | -41.3% |
| 3Y | +98.1% | +409.0% | -310.9% | -19.8% |
| 5Y | -36.0% | +277.3% | -313.3% | -70.7% |
| All | -36.6% | +319.8% | -356.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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