+91.8%
AUR vs SN
+349.8%
-258.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -0.5% |
| 7D | +0.2% | -7.2% | +7.4% | +4.3% |
| 30D | -8.9% | -13.4% | +4.5% | -1.9% |
| 3M | +4.6% | +26.8% | -22.2% | -10.5% |
| 6M | +44.9% | +44.6% | +0.3% | +12.9% |
| YTD | +64.8% | +45.3% | +19.6% | +27.0% |
| 1Y | +16.4% | +40.1% | -23.7% | -9.0% |
| All | +91.8% | +349.8% | -258.0% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling