-35.1%
AUR vs TAP
-0.1%
-35.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | +1.4% | -3.9% | +5.3% | +2.6% |
| 30D | -6.4% | -5.3% | -1.1% | -5.0% |
| 3M | +7.7% | -3.8% | +11.5% | +8.5% |
| 6M | +44.5% | -11.4% | +55.9% | +49.1% |
| YTD | +67.4% | -13.7% | +81.2% | +72.7% |
| 1Y | +15.4% | -17.2% | +32.6% | +20.5% |
| 3Y | +94.8% | -33.1% | +127.9% | +118.3% |
| All | -35.1% | -0.1% | -35.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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