+97.0%
AUR vs STT
+195.2%
-98.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +11.1% | +1.0% | +10.1% | +10.0% |
| 30D | -6.9% | +2.8% | -9.7% | -9.8% |
| 3M | +5.5% | +18.1% | -12.6% | -13.4% |
| 6M | +41.0% | +59.2% | -18.2% | -18.7% |
| YTD | +69.3% | +51.5% | +17.8% | +2.6% |
| 1Y | +14.0% | +75.7% | -61.6% | -42.5% |
| All | +97.0% | +195.2% | -98.2% | -51.9% |
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 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