-9.0%
AUR vs STT
+53.6%
-62.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -6.2% |
| 7D | -19.8% | -0.1% | -19.8% | -19.9% |
| 30D | -29.0% | -1.7% | -27.4% | -28.1% |
| 3M | -43.6% | -6.4% | -37.2% | -40.8% |
| 6M | -36.6% | +17.7% | -54.3% | -45.2% |
| YTD | +6.3% | +36.9% | -30.6% | -23.1% |
| 1Y | -9.0% | +52.0% | -61.1% | -45.9% |
| All | -9.0% | +53.6% | -62.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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