+15.4%
AUR vs STLA
-40.1%
+55.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.9% |
| 30D | -6.4% | +0.9% | -7.3% | -6.6% |
| 3M | +7.7% | -21.6% | +29.3% | +11.2% |
| 6M | +44.5% | -21.6% | +66.1% | +49.8% |
| YTD | +67.4% | -50.4% | +117.9% | +81.0% |
| 1Y | +15.4% | -43.6% | +59.0% | +15.3% |
| All | +15.4% | -40.1% | +55.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling