+128.8%
AUR vs STT
+182.6%
-53.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -4.5% | +4.8% | -9.3% | -9.2% |
| 30D | -16.6% | +3.9% | -20.6% | -20.2% |
| 3M | -38.5% | -8.2% | -30.3% | -32.7% |
| 6M | -49.9% | +15.6% | -65.5% | -58.2% |
| YTD | +9.6% | +37.6% | -28.0% | -26.4% |
| 1Y | +1.2% | +50.1% | -48.9% | -39.0% |
| 3Y | +128.8% | +183.1% | -54.3% | -41.2% |
| All | +128.8% | +182.6% | -53.8% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling