-36.6%
AUR vs SUI
-14.3%
-22.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.5% |
| 7D | +8.7% | -2.8% | +11.6% | +10.7% |
| 30D | -5.2% | -1.2% | -4.1% | -4.6% |
| 3M | -7.3% | -1.7% | -5.6% | -7.4% |
| 6M | +41.2% | -10.5% | +51.7% | +50.0% |
| YTD | +65.1% | -1.8% | +66.9% | +64.2% |
| 1Y | +13.4% | -4.1% | +17.5% | +14.3% |
| 3Y | +98.1% | +11.3% | +86.9% | +74.0% |
| 5Y | -36.0% | -32.1% | -3.9% | -26.9% |
| All | -36.6% | -14.3% | -22.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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