-34.9%
AUR vs SM
+132.0%
-166.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.8% |
| 7D | +19.2% | -0.2% | +19.4% | +19.2% |
| 30D | -7.8% | +31.5% | -39.3% | -14.4% |
| 3M | +4.0% | +17.3% | -13.3% | -1.7% |
| 6M | +45.0% | +48.5% | -3.5% | +24.7% |
| YTD | +69.5% | +106.3% | -36.7% | +30.8% |
| 1Y | +13.0% | +47.3% | -34.3% | -3.9% |
| 3Y | +90.4% | -1.4% | +91.8% | +77.6% |
| 5Y | -34.2% | +114.0% | -148.2% | -39.9% |
| All | -34.9% | +132.0% | -166.9% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling