-9.0%
AUR vs SN
+156.5%
-165.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.6% | -5.4% |
| 7D | -19.8% | +10.6% | -30.5% | -22.0% |
| 30D | -29.0% | +20.0% | -49.1% | -32.4% |
| 3M | -43.6% | +30.4% | -73.9% | -47.8% |
| 6M | -36.6% | +91.0% | -127.6% | -49.0% |
| YTD | +6.3% | +95.9% | -89.7% | -19.0% |
| 1Y | -9.0% | +158.9% | -167.9% | -39.4% |
| All | -9.0% | +156.5% | -165.5% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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