+91.8%
AUR vs STZ
-49.0%
+140.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | +0.2% | -4.1% | +4.2% | +0.9% |
| 30D | -8.9% | -7.6% | -1.3% | -7.7% |
| 3M | +4.6% | -12.3% | +16.9% | +6.9% |
| 6M | +44.9% | -16.3% | +61.2% | +49.0% |
| YTD | +64.8% | -8.4% | +73.2% | +62.4% |
| 1Y | +16.4% | -10.8% | +27.2% | +15.6% |
| All | +91.8% | -49.0% | +140.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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