-9.0%
AUR vs SM
+70.4%
-79.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.3% | +10.8% | -6.0% |
| 7D | -19.8% | -21.5% | +1.6% | -22.0% |
| 30D | -29.0% | -11.4% | -17.7% | -29.7% |
| 3M | -43.6% | +0.6% | -44.2% | -43.0% |
| 6M | -36.6% | +0.2% | -36.9% | -34.8% |
| YTD | +6.3% | +69.7% | -63.4% | -3.2% |
| 1Y | -9.0% | +71.6% | -80.6% | -18.3% |
| All | -9.0% | +70.4% | -79.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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