+44.9%
AUR vs SOLS
-16.8%
+61.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.5% |
| 7D | +0.2% | +0.3% | -0.2% | 0.0% |
| 30D | -8.9% | +0.9% | -9.8% | -9.2% |
| 3M | +4.6% | -20.7% | +25.3% | +10.8% |
| 6M | +44.9% | -17.7% | +62.5% | +48.5% |
| All | +44.9% | -16.8% | +61.7% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 6mo: compounded portfolio wealth divided by compounded SOLS 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…
6mo analysis · Full analysis span regression · 6 months rolling