+98.5%
AUR vs SN
+496.6%
-398.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | +19.2% | +0.1% | +19.1% | +19.2% |
| 30D | -7.8% | -5.6% | -2.2% | -5.8% |
| 3M | +4.0% | +48.1% | -44.1% | -14.0% |
| 6M | +45.0% | +57.6% | -12.6% | +15.6% |
| YTD | +69.5% | +56.5% | +13.0% | +35.0% |
| 1Y | +13.0% | +52.6% | -39.5% | -9.5% |
| 3Y | +90.4% | +412.0% | -321.6% | +28.0% |
| All | +98.5% | +496.6% | -398.2% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling