-36.1%
AUR vs STZ
-37.5%
+1.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.2% |
| 7D | +0.2% | -4.1% | +4.2% | +1.4% |
| 30D | -8.9% | -7.6% | -1.3% | -6.8% |
| 3M | +4.6% | -12.3% | +16.9% | +8.8% |
| 6M | +44.9% | -16.3% | +61.2% | +52.0% |
| YTD | +64.8% | -8.4% | +73.2% | +63.2% |
| 1Y | +16.4% | -10.8% | +27.2% | +16.3% |
| 3Y | +85.1% | -49.0% | +134.1% | +144.0% |
| 5Y | -36.1% | -36.5% | +0.3% | -19.4% |
| All | -36.1% | -37.5% | +1.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling