-34.9%
AUR vs TAP
-23.3%
-11.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.9% |
| 7D | +19.2% | -2.3% | +21.5% | +20.0% |
| 30D | -7.8% | -9.4% | +1.6% | -5.2% |
| 3M | +4.0% | -0.8% | +4.8% | +3.6% |
| 6M | +45.0% | -14.7% | +59.7% | +51.3% |
| YTD | +69.5% | -13.9% | +83.5% | +74.7% |
| 1Y | +13.0% | -18.6% | +31.6% | +18.6% |
| 3Y | +90.4% | -32.0% | +122.4% | +110.8% |
| 5Y | -34.2% | -1.0% | -33.2% | -26.7% |
| All | -34.9% | -23.3% | -11.6% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling