-34.9%
AUR vs SPG
+121.9%
-156.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +1.6% |
| 7D | +19.2% | 0.0% | +19.2% | +19.2% |
| 30D | -7.8% | -4.9% | -2.8% | -3.4% |
| 3M | +4.0% | +3.3% | +0.7% | -0.7% |
| 6M | +45.0% | +11.2% | +33.8% | +27.2% |
| YTD | +69.5% | +17.1% | +52.5% | +40.4% |
| 1Y | +13.0% | +21.6% | -8.6% | -10.9% |
| 3Y | +90.4% | +111.9% | -21.5% | -10.6% |
| 5Y | -34.2% | +106.9% | -141.1% | -69.5% |
| All | -34.9% | +121.9% | -156.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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