-34.9%
AUR vs STZ
-44.9%
+10.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +4.5% |
| 7D | +19.2% | -7.4% | +26.6% | +22.1% |
| 30D | -7.8% | -10.9% | +3.1% | -4.5% |
| 3M | +4.0% | -13.4% | +17.4% | +8.5% |
| 6M | +45.0% | -16.2% | +61.2% | +51.7% |
| YTD | +69.5% | -10.4% | +80.0% | +69.3% |
| 1Y | +13.0% | -14.8% | +27.8% | +15.2% |
| 3Y | +90.4% | -50.1% | +140.5% | +150.1% |
| 5Y | -34.2% | -38.8% | +4.6% | -17.7% |
| All | -34.9% | -44.9% | +10.0% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling