-57.9%
AUR vs STT
+134.2%
-192.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -4.5% | +4.8% | -9.3% | -8.0% |
| 30D | -16.6% | +3.9% | -20.6% | -19.3% |
| 3M | -38.5% | -8.2% | -30.3% | -34.2% |
| 6M | -49.9% | +15.6% | -65.5% | -55.8% |
| YTD | +9.6% | +37.6% | -28.0% | -16.5% |
| 1Y | +1.2% | +50.1% | -48.9% | -28.1% |
| 3Y | +128.8% | +183.1% | -54.3% | +3.8% |
| 5Y | -57.9% | +104.8% | -162.7% | -79.2% |
| All | -57.9% | +134.2% | -192.1% | -79.1% |
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