-36.6%
AUR vs STT
+160.9%
-197.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +8.7% | +0.5% | +8.3% | +8.5% |
| 30D | -5.2% | +3.9% | -9.1% | -8.2% |
| 3M | -7.3% | +20.0% | -27.3% | -20.4% |
| 6M | +41.2% | +55.3% | -14.1% | -2.2% |
| YTD | +65.1% | +53.3% | +11.8% | +15.4% |
| 1Y | +13.4% | +74.7% | -61.3% | -28.6% |
| 3Y | +98.1% | +205.8% | -107.7% | -15.9% |
| 5Y | -36.0% | +145.0% | -181.0% | -71.0% |
| All | -36.6% | +160.9% | -197.5% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling