-9.6%
AUR vs SNY
+1.8%
-11.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.3% |
| 7D | -8.5% | +8.8% | -17.3% | -8.1% |
| 30D | -29.9% | +18.6% | -48.5% | -29.9% |
| 3M | -39.8% | +9.7% | -49.4% | -39.5% |
| 6M | -38.3% | +8.2% | -46.5% | -37.8% |
| YTD | +4.9% | +2.2% | +2.8% | +6.2% |
| 1Y | -9.6% | +1.0% | -10.7% | -8.9% |
| All | -9.6% | +1.8% | -11.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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