-34.9%
AUR vs STLA
-59.6%
+24.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.7% | +4.2% |
| 7D | +19.2% | +0.7% | +18.5% | +18.7% |
| 30D | -7.8% | -2.4% | -5.4% | -6.9% |
| 3M | +4.0% | -23.9% | +27.9% | +18.1% |
| 6M | +45.0% | -24.6% | +69.6% | +64.6% |
| YTD | +69.5% | -50.5% | +120.0% | +129.5% |
| 1Y | +13.0% | -39.8% | +52.9% | +33.3% |
| 3Y | +90.4% | -65.6% | +156.0% | +199.4% |
| 5Y | -34.2% | -62.1% | +27.9% | -19.4% |
| All | -34.9% | -59.6% | +24.7% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling