+94.8%
AUR vs SPYG
+98.4%
-3.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | 0.0% |
| 7D | +1.4% | -0.9% | +2.3% | +3.2% |
| 30D | -6.4% | -1.5% | -4.9% | -3.1% |
| 3M | +7.7% | +3.7% | +4.0% | +1.5% |
| 6M | +44.5% | +16.4% | +28.1% | +11.0% |
| YTD | +67.4% | +13.3% | +54.1% | +35.8% |
| 1Y | +15.4% | +17.9% | -2.4% | -13.0% |
| 3Y | +94.8% | +98.3% | -3.5% | -48.0% |
| All | +94.8% | +98.4% | -3.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling