+13.6%
AUR vs SN
+39.6%
-26.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.4% |
| 7D | +0.2% | -7.2% | +7.4% | +2.4% |
| 30D | -8.9% | -13.4% | +4.5% | -5.1% |
| 3M | +4.6% | +26.8% | -22.2% | -4.8% |
| 6M | +44.9% | +44.6% | +0.3% | +23.6% |
| YTD | +64.8% | +45.3% | +19.6% | +38.4% |
| All | +13.6% | +39.6% | -26.0% | +0.6% |
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