-36.7%
AUR vs SITM
+580.1%
-616.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.5% |
| 7D | +0.2% | +4.8% | -4.7% | -1.9% |
| 30D | -8.9% | -9.7% | +0.8% | -5.4% |
| 3M | +4.6% | -9.3% | +14.0% | +5.3% |
| 6M | +44.9% | +69.5% | -24.7% | +7.3% |
| YTD | +64.8% | +70.5% | -5.7% | +17.2% |
| 1Y | +16.4% | +145.3% | -128.9% | -31.7% |
| 3Y | +85.1% | +432.8% | -347.7% | -32.9% |
| 5Y | -36.1% | +174.0% | -210.1% | -71.7% |
| All | -36.7% | +580.1% | -616.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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