-35.7%
AUR vs SM
+134.1%
-169.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.4% | +4.6% | -3.1% | +0.3% |
| 30D | -6.4% | +18.2% | -24.6% | -10.5% |
| 3M | +7.7% | +22.5% | -14.8% | +0.7% |
| 6M | +44.5% | +50.6% | -6.1% | +23.7% |
| YTD | +67.4% | +108.1% | -40.7% | +28.9% |
| 1Y | +15.4% | +46.0% | -30.6% | -1.4% |
| 3Y | +94.8% | +2.9% | +92.0% | +79.9% |
| 5Y | -35.1% | +112.6% | -147.7% | -40.9% |
| All | -35.7% | +134.1% | -169.8% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling