-34.9%
AUR vs SPY
+94.6%
-129.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +4.0% |
| 7D | +19.2% | +0.5% | +18.7% | +17.9% |
| 30D | -7.8% | -0.9% | -6.8% | -5.4% |
| 3M | +4.0% | +3.9% | +0.1% | -3.7% |
| 6M | +45.0% | +14.5% | +30.5% | +9.7% |
| YTD | +69.5% | +12.9% | +56.6% | +33.3% |
| 1Y | +13.0% | +19.4% | -6.3% | -21.0% |
| 3Y | +90.4% | +78.5% | +11.9% | -38.2% |
| 5Y | -34.2% | +81.8% | -115.9% | -76.4% |
| All | -34.9% | +94.6% | -129.5% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling