-35.7%
AUR vs SPY
+94.2%
-129.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -0.4% |
| 7D | +1.4% | -0.8% | +2.2% | +3.2% |
| 30D | -6.4% | -1.1% | -5.3% | -3.7% |
| 3M | +7.7% | +3.9% | +3.8% | 0.0% |
| 6M | +44.5% | +13.6% | +30.9% | +11.3% |
| YTD | +67.4% | +12.7% | +54.8% | +32.3% |
| 1Y | +15.4% | +17.5% | -2.1% | -16.4% |
| 3Y | +94.8% | +76.9% | +17.9% | -35.5% |
| 5Y | -35.1% | +83.6% | -118.7% | -76.6% |
| All | -35.7% | +94.2% | -129.9% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling